+202.9%
PWR vs IWF
+75.5%
+127.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.3% |
| 7D | -0.2% | -1.7% | +1.5% | +1.7% |
| 30D | -7.7% | -1.8% | -5.9% | -5.8% |
| 3M | -4.9% | +1.5% | -6.4% | -6.3% |
| 6M | +9.7% | +7.7% | +2.0% | +1.1% |
| YTD | +46.7% | +2.7% | +44.0% | +42.3% |
| 1Y | +58.7% | +6.8% | +52.0% | +48.1% |
| All | +202.9% | +75.5% | +127.3% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling