-34.5%
BBWI vs ARWR
+201.3%
-235.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.9% | -3.4% | -5.7% |
| 7D | -4.4% | -3.2% | -1.2% | -3.8% |
| 30D | -7.4% | -6.5% | -0.9% | -6.3% |
| 3M | -2.2% | +12.7% | -14.9% | -6.0% |
| 6M | -16.3% | +36.2% | -52.5% | -24.3% |
| YTD | -9.1% | +24.5% | -33.6% | -16.5% |
| 1Y | -34.5% | +198.0% | -232.5% | -56.9% |
| All | -34.5% | +201.3% | -235.9% | -56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling