+328.2%
ARWR vs TW
+206.7%
+121.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -4.0% | -4.5% | +0.4% | -2.1% |
| 30D | -5.0% | -2.3% | -2.8% | -4.3% |
| 3M | +11.3% | +2.6% | +8.7% | +8.5% |
| 6M | +42.6% | -17.5% | +60.1% | +52.6% |
| YTD | +24.8% | -5.3% | +30.1% | +23.2% |
| 1Y | +178.8% | -14.8% | +193.5% | +189.0% |
| 3Y | +183.3% | +18.8% | +164.5% | +128.4% |
| 5Y | +29.5% | +20.7% | +8.7% | +0.6% |
| All | +328.2% | +206.7% | +121.5% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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