+1,317.1%
PWR vs IWF
+727.1%
+590.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +3.6% | +0.5% | +3.1% | +2.9% |
| 30D | -8.6% | -0.4% | -8.2% | -8.2% |
| 3M | -13.2% | -2.6% | -10.6% | -10.1% |
| 6M | +9.9% | +9.1% | +0.7% | -0.9% |
| YTD | +48.0% | +4.5% | +43.6% | +40.3% |
| 1Y | +66.2% | +10.1% | +56.1% | +48.5% |
| 3Y | +195.1% | +77.6% | +117.5% | +49.1% |
| 5Y | +442.6% | +73.7% | +368.8% | +170.7% |
| 10Y | +2,334.2% | +411.5% | +1,922.7% | +170.9% |
| All | +1,317.1% | +727.1% | +590.0% | -9.8% |
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