+242.7%
PWR vs WU
-23.0%
+265.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.6% |
| 7D | +11.3% | -2.0% | +13.3% | +11.1% |
| 30D | -8.9% | +11.4% | -20.3% | -8.3% |
| 3M | -10.5% | -6.8% | -3.7% | -10.1% |
| 6M | -22.2% | -14.6% | -7.5% | -22.0% |
| YTD | +42.7% | -20.6% | +63.4% | +43.4% |
| 1Y | +41.1% | -15.4% | +56.5% | +40.7% |
| 3Y | +242.7% | -23.6% | +266.4% | +235.2% |
| All | +242.7% | -23.0% | +265.8% | +235.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling