+445.7%
PWR vs NWSA
+40.1%
+405.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +2.7% | -3.1% | +5.7% | +3.6% |
| 30D | -5.1% | +4.3% | -9.4% | -6.5% |
| 3M | -9.4% | +9.2% | -18.6% | -12.9% |
| 6M | +10.4% | +21.6% | -11.2% | +1.3% |
| YTD | +48.6% | +14.2% | +34.4% | +39.0% |
| 1Y | +68.0% | +1.8% | +66.3% | +64.7% |
| 3Y | +204.7% | +44.4% | +160.3% | +153.6% |
| All | +445.7% | +40.1% | +405.6% | +347.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling