+339.8%
ARWR vs TW
+211.4%
+128.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.1% |
| 7D | +2.9% | -3.5% | +6.3% | +4.4% |
| 30D | -2.9% | +0.5% | -3.4% | -3.3% |
| 3M | +15.2% | +4.9% | +10.3% | +11.0% |
| 6M | +42.3% | -17.1% | +59.4% | +52.0% |
| YTD | +28.2% | -3.9% | +32.1% | +25.7% |
| 1Y | +213.2% | -13.3% | +226.5% | +222.1% |
| 3Y | +184.6% | +20.9% | +163.7% | +127.6% |
| 5Y | +29.2% | +20.5% | +8.7% | +0.8% |
| All | +339.8% | +211.4% | +128.4% | +114.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling