-46.0%
BBWI vs ARWR
+1,021.8%
-1,067.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -7.7% | -19.9% | +12.2% | -4.6% |
| 30D | +24.8% | -18.7% | +43.5% | +28.6% |
| 3M | +16.2% | -44.7% | +60.9% | +27.1% |
| 6M | +15.8% | -36.5% | +52.3% | +23.0% |
| YTD | +11.4% | -25.7% | +37.1% | +14.7% |
| 1Y | +3.2% | +18.9% | -15.7% | -2.1% |
| 3Y | -23.5% | +83.1% | -106.6% | -36.6% |
| 5Y | -67.4% | -34.9% | -32.5% | -69.9% |
| 10Y | -46.0% | +1,080.9% | -1,126.8% | -62.0% |
| All | -46.0% | +1,021.8% | -1,067.8% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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