+966.7%
ARWR vs SPY
+308.5%
+658.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -3.9% |
| 7D | -17.9% | +3.3% | -21.2% | -22.5% |
| 30D | -18.9% | -2.7% | -16.2% | -15.9% |
| 3M | -46.0% | -1.7% | -44.2% | -44.7% |
| 6M | -40.3% | +3.1% | -43.4% | -43.4% |
| YTD | -29.0% | +11.9% | -40.9% | -40.4% |
| 1Y | +13.8% | +12.0% | +1.8% | -4.3% |
| 3Y | +74.9% | +78.2% | -3.3% | -24.9% |
| 5Y | -36.2% | +73.2% | -109.5% | -70.4% |
| All | +966.7% | +308.5% | +658.2% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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