+1,466.4%
PWR vs TW
+301.3%
+1,165.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +11.3% | +3.9% | +7.4% | +10.2% |
| 30D | -8.9% | +19.9% | -28.8% | -13.4% |
| 3M | -10.5% | +25.9% | -36.5% | -16.3% |
| 6M | -22.2% | +21.1% | -43.3% | -27.3% |
| YTD | +42.7% | +23.9% | +18.8% | +31.1% |
| 1Y | +41.1% | +21.2% | +19.9% | +30.5% |
| 3Y | +242.7% | +44.8% | +198.0% | +193.2% |
| 5Y | +418.5% | +41.4% | +377.1% | +336.7% |
| All | +1,466.4% | +301.3% | +1,165.0% | +843.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling