+2,521.4%
PWR vs IWF
+422.7%
+2,098.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.4% | +4.4% |
| 7D | +4.2% | -0.9% | +5.1% | +5.1% |
| 30D | -4.0% | -1.7% | -2.3% | -2.5% |
| 3M | -4.8% | +0.7% | -5.4% | -5.1% |
| 6M | +14.6% | +8.6% | +6.1% | +6.8% |
| YTD | +54.2% | +3.5% | +50.7% | +49.8% |
| 1Y | +67.1% | +7.0% | +60.1% | +58.2% |
| 3Y | +218.5% | +76.3% | +142.1% | +99.3% |
| 5Y | +466.3% | +74.8% | +391.5% | +253.5% |
| All | +2,521.4% | +422.7% | +2,098.7% | +456.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling