+2,521.4%
PWR vs NWSA
+149.4%
+2,372.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +5.1% |
| 7D | +4.2% | -2.8% | +7.0% | +5.4% |
| 30D | -4.0% | +3.0% | -7.1% | -5.4% |
| 3M | -4.8% | +12.3% | -17.1% | -10.6% |
| 6M | +14.6% | +21.9% | -7.2% | +3.1% |
| YTD | +54.2% | +13.6% | +40.7% | +42.1% |
| 1Y | +67.1% | +0.5% | +66.6% | +62.3% |
| 3Y | +218.5% | +43.8% | +174.7% | +158.7% |
| 5Y | +466.3% | +41.2% | +425.1% | +350.1% |
| All | +2,521.4% | +149.4% | +2,372.1% | +1,371.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling