+451.9%
PWR vs TW
+20.0%
+431.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +2.7% | -0.5% | +3.2% | +2.7% |
| 30D | -5.1% | -0.6% | -4.5% | -5.1% |
| 3M | -9.4% | +3.4% | -12.8% | -11.5% |
| 6M | +10.4% | -18.4% | +28.9% | +16.2% |
| YTD | +48.6% | -3.9% | +52.6% | +46.6% |
| 1Y | +68.0% | -13.3% | +81.4% | +71.9% |
| 3Y | +204.7% | +20.8% | +183.9% | +168.8% |
| 5Y | +451.9% | +20.3% | +431.6% | +387.6% |
| All | +451.9% | +20.0% | +431.9% | +387.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling