+8,168.1%
PWR vs WAB
+2,682.7%
+5,485.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.0% | +4.1% |
| 7D | +4.7% | +3.1% | +1.6% | +3.6% |
| 30D | -12.5% | +6.4% | -18.9% | -14.7% |
| 3M | -9.3% | +2.2% | -11.5% | -9.8% |
| 6M | -22.2% | +13.7% | -35.9% | -26.7% |
| YTD | +44.2% | +43.0% | +1.2% | +21.5% |
| 1Y | +35.5% | +47.0% | -11.4% | +12.7% |
| 3Y | +250.4% | +174.4% | +76.1% | +116.2% |
| 5Y | +425.6% | +222.2% | +203.4% | +200.2% |
| 10Y | +1,874.2% | +276.9% | +1,597.3% | +874.0% |
| All | +8,168.1% | +2,682.7% | +5,485.4% | +1,357.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling