-22.2%
PWR vs WAB
+14.8%
-37.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.0% | +4.1% |
| 7D | +4.7% | +3.1% | +1.6% | +2.2% |
| 30D | -12.5% | +6.4% | -18.9% | -16.4% |
| 3M | -9.3% | +2.2% | -11.5% | -11.4% |
| 6M | -22.2% | +13.7% | -35.9% | -28.9% |
| All | -22.2% | +14.8% | -37.0% | -28.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling