+1,562.5%
PWR vs TW
+211.4%
+1,351.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.4% | +3.2% |
| 7D | +4.5% | -3.5% | +8.0% | +5.5% |
| 30D | -4.9% | +0.5% | -5.4% | -5.2% |
| 3M | -7.9% | +4.9% | -12.8% | -10.6% |
| 6M | +18.3% | -17.1% | +35.4% | +23.5% |
| YTD | +51.5% | -3.9% | +55.4% | +49.4% |
| 1Y | +70.3% | -13.3% | +83.6% | +73.7% |
| 3Y | +210.6% | +20.9% | +189.7% | +177.8% |
| 5Y | +456.7% | +20.5% | +436.2% | +387.6% |
| All | +1,562.5% | +211.4% | +1,351.0% | +975.9% |
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