+451.9%
PWR vs WAT
-4.9%
+456.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +2.7% | -1.8% | +4.4% | +3.1% |
| 30D | -5.1% | -1.7% | -3.4% | -4.8% |
| 3M | -9.4% | +9.1% | -18.4% | -11.8% |
| 6M | +10.4% | +32.4% | -22.0% | +0.8% |
| YTD | +48.6% | +6.6% | +42.1% | +43.7% |
| 1Y | +68.0% | +34.7% | +33.3% | +50.5% |
| 3Y | +204.7% | +53.6% | +151.1% | +146.6% |
| 5Y | +451.9% | -4.1% | +456.0% | +445.0% |
| All | +451.9% | -4.9% | +456.8% | +445.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 5y: compounded portfolio wealth divided by compounded WAT 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…
5y analysis · Full analysis span regression · 6 months rolling