-1.6%
WBD vs PWR
+275.0%
-276.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | +5.2% | -0.4% | +5.6% | +5.3% |
| 30D | +9.5% | +5.4% | +4.1% | +6.7% |
| 3M | -3.4% | +19.0% | -22.4% | -11.2% |
| 6M | -22.0% | +23.7% | -45.7% | -29.8% |
| YTD | -7.2% | +62.7% | -70.0% | -28.2% |
| 1Y | +28.0% | +74.9% | -46.9% | -4.6% |
| 3Y | -13.9% | +252.1% | -266.0% | -56.5% |
| All | -1.6% | +275.0% | -276.5% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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