-55.7%
BBWI vs ARWR
+1,075.6%
-1,131.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.9% |
| 7D | +1.6% | +2.9% | -1.3% | +1.1% |
| 30D | -6.2% | -2.9% | -3.3% | -5.9% |
| 3M | +4.3% | +15.2% | -10.9% | +1.2% |
| 6M | -7.2% | +42.3% | -49.4% | -13.2% |
| YTD | -3.0% | +28.2% | -31.2% | -8.0% |
| 1Y | -30.8% | +213.2% | -244.0% | -43.3% |
| 3Y | -43.4% | +184.6% | -228.0% | -55.8% |
| 5Y | -66.7% | +29.2% | -96.0% | -72.1% |
| 10Y | -55.7% | +1,012.5% | -1,068.2% | -69.8% |
| All | -55.7% | +1,075.6% | -1,131.2% | -69.8% |
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