+1,500.8%
ARWR vs GWRE
+736.4%
+764.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.9% |
| 7D | -4.3% | -30.9% | +26.6% | +12.0% |
| 30D | -7.3% | -20.7% | +13.4% | +0.7% |
| 3M | +17.0% | +20.2% | -3.1% | +0.2% |
| 6M | +39.8% | -11.9% | +51.7% | +34.0% |
| YTD | +24.7% | -30.3% | +55.0% | +32.7% |
| 1Y | +186.5% | -44.6% | +231.1% | +245.1% |
| 3Y | +176.8% | +48.8% | +128.0% | +68.8% |
| 5Y | +29.3% | +14.8% | +14.6% | -9.8% |
| 10Y | +1,055.9% | +128.1% | +927.8% | +470.2% |
| All | +1,500.8% | +736.4% | +764.4% | +442.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling