+29.3%
ARWR vs VCLT
-17.3%
+46.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +1.6% |
| 7D | -4.3% | -1.3% | -3.0% | -2.8% |
| 30D | -7.3% | -1.1% | -6.1% | -6.0% |
| 3M | +17.0% | -3.7% | +20.7% | +22.6% |
| 6M | +39.8% | -4.0% | +43.8% | +47.3% |
| YTD | +24.7% | -3.4% | +28.0% | +30.3% |
| 1Y | +186.5% | -4.1% | +190.6% | +202.2% |
| 3Y | +176.8% | +11.0% | +165.8% | +146.7% |
| 5Y | +29.3% | -17.0% | +46.3% | +53.2% |
| All | +29.3% | -17.3% | +46.6% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling