+1,713.3%
PWR vs SW
+185.4%
+1,528.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.5% | -10.8% | -12.1% |
| 7D | -19.9% | +4.7% | -24.5% | -20.3% |
| 30D | -29.3% | +5.0% | -34.3% | -29.7% |
| 3M | -25.5% | -7.3% | -18.1% | -25.0% |
| 6M | -34.0% | +15.0% | -49.0% | -35.4% |
| YTD | +20.7% | +18.5% | +2.2% | +17.0% |
| 1Y | +12.3% | +27.1% | -14.8% | +8.0% |
| 3Y | +201.9% | +49.3% | +152.6% | +184.2% |
| 5Y | +336.8% | -1.6% | +338.4% | +317.3% |
| All | +1,713.3% | +185.4% | +1,528.0% | +1,358.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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