+2,521.4%
PWR vs WAB
+296.8%
+2,224.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.1% | +4.5% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | -4.0% | -4.1% | 0.0% | -1.7% |
| 3M | -4.8% | +8.2% | -12.9% | -9.4% |
| 6M | +14.6% | +15.4% | -0.8% | +5.2% |
| YTD | +54.2% | +33.1% | +21.1% | +30.2% |
| 1Y | +67.1% | +48.1% | +19.1% | +32.8% |
| 3Y | +218.5% | +167.7% | +50.7% | +82.1% |
| 5Y | +466.3% | +225.7% | +240.6% | +190.2% |
| All | +2,521.4% | +296.8% | +2,224.6% | +947.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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