+183.3%
ARWR vs GWRE
+50.1%
+133.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -4.0% | -13.2% | +9.2% | -2.7% |
| 30D | -5.0% | -18.6% | +13.5% | -3.7% |
| 3M | +11.3% | +18.9% | -7.6% | +7.1% |
| 6M | +42.6% | -11.0% | +53.5% | +42.9% |
| YTD | +24.8% | -29.9% | +54.7% | +32.6% |
| 1Y | +178.8% | -44.3% | +223.1% | +216.5% |
| 3Y | +183.3% | +51.7% | +131.7% | +109.9% |
| All | +183.3% | +50.1% | +133.3% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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