+469.4%
PWR vs IWF
+73.7%
+395.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.4% |
| 3M | -4.8% | +0.7% | -5.4% | -5.2% |
| 6M | +14.6% | +8.6% | +6.1% | +6.4% |
| YTD | +54.2% | +3.5% | +50.7% | +49.5% |
| 1Y | +67.1% | +7.0% | +60.1% | +57.7% |
| 3Y | +218.5% | +76.3% | +142.1% | +99.4% |
| All | +469.4% | +73.7% | +395.8% | +266.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling