+1,266.5%
PWR vs IWF
+670.6%
+595.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | +0.6% |
| 7D | +11.3% | +2.8% | +8.5% | +7.9% |
| 30D | -8.9% | -7.5% | -1.3% | +0.8% |
| 3M | -10.5% | -8.5% | -2.0% | +0.4% |
| 6M | -22.2% | -7.4% | -14.8% | -13.7% |
| YTD | +42.7% | -2.6% | +45.4% | +48.6% |
| 1Y | +41.1% | -1.8% | +43.0% | +45.7% |
| 3Y | +242.7% | +65.5% | +177.3% | +90.4% |
| 5Y | +418.5% | +55.8% | +362.7% | +198.5% |
| 10Y | +1,855.0% | +384.9% | +1,470.1% | +133.4% |
| All | +1,266.5% | +670.6% | +595.8% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling