+32.4%
PWR vs NWSA
+18.2%
+14.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +3.7% | -15.4% | -9.4% |
| 7D | -4.4% | +4.3% | -8.6% | -1.6% |
| 30D | -15.1% | +5.6% | -20.6% | -11.9% |
| 3M | -16.2% | +7.3% | -23.5% | -12.1% |
| 6M | -23.3% | +18.8% | -42.2% | -15.7% |
| YTD | +37.6% | +17.9% | +19.7% | +51.4% |
| 1Y | +32.4% | +19.3% | +13.1% | +45.3% |
| All | +32.4% | +18.2% | +14.2% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling