-67.7%
BBWI vs ARWR
-28.9%
-38.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.5% |
| 7D | -6.2% | -2.9% | -3.3% | -5.6% |
| 30D | +19.9% | -5.4% | +25.3% | +21.2% |
| 3M | +7.1% | -32.2% | +39.4% | +15.7% |
| 6M | +13.7% | -26.5% | +40.2% | +19.2% |
| YTD | +9.6% | -12.4% | +22.0% | +10.0% |
| 1Y | -1.6% | +46.9% | -48.5% | -12.2% |
| 3Y | -25.9% | +116.0% | -141.8% | -45.3% |
| All | -67.7% | -28.9% | -38.7% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling