+2,393.1%
PWR vs WU
-39.5%
+2,432.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -0.2% | -5.0% | +4.8% | +1.2% |
| 30D | -7.7% | -2.3% | -5.5% | -7.4% |
| 3M | -4.9% | -3.2% | -1.7% | -6.1% |
| 6M | +9.7% | -25.0% | +34.8% | +17.4% |
| YTD | +46.7% | -21.7% | +68.3% | +53.7% |
| 1Y | +58.7% | -9.0% | +67.7% | +56.4% |
| 3Y | +200.7% | -28.9% | +229.6% | +214.7% |
| 5Y | +438.6% | -51.0% | +489.6% | +544.8% |
| All | +2,393.1% | -39.5% | +2,432.6% | +2,548.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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