+1,592.4%
PWR vs TW
+206.7%
+1,385.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.2% | +5.4% |
| 7D | +4.2% | -4.5% | +8.7% | +5.5% |
| 30D | -4.0% | -2.3% | -1.8% | -3.6% |
| 3M | -4.8% | +2.6% | -7.4% | -7.0% |
| 6M | +14.6% | -17.5% | +32.2% | +19.6% |
| YTD | +54.2% | -5.3% | +59.5% | +52.8% |
| 1Y | +67.1% | -14.8% | +81.9% | +71.3% |
| 3Y | +218.5% | +18.8% | +199.6% | +186.2% |
| 5Y | +466.3% | +20.7% | +445.5% | +395.3% |
| All | +1,592.4% | +206.7% | +1,385.7% | +999.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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