+469.4%
PWR vs WTW
+42.0%
+427.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.1% | +5.1% |
| 7D | +4.2% | -5.7% | +9.9% | +5.0% |
| 30D | -4.0% | -7.3% | +3.2% | -3.1% |
| 3M | -4.8% | +21.5% | -26.2% | -7.6% |
| 6M | +14.6% | +9.6% | +5.0% | +12.8% |
| YTD | +54.2% | -3.3% | +57.5% | +56.6% |
| 1Y | +67.1% | -6.1% | +73.3% | +71.2% |
| 3Y | +218.5% | +61.8% | +156.6% | +147.0% |
| All | +469.4% | +42.0% | +427.4% | +354.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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