+979.6%
BBWI vs ARWR
-97.0%
+1,076.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +1.5% | +1.7% | -0.2% | +1.5% |
| 30D | -5.2% | -0.7% | -4.5% | -5.2% |
| 3M | +11.1% | +14.9% | -3.8% | +11.0% |
| 6M | -13.4% | +32.6% | -46.0% | -13.6% |
| YTD | +0.1% | +30.0% | -30.0% | -0.1% |
| 1Y | -36.1% | +208.4% | -244.5% | -36.6% |
| 3Y | -44.1% | +208.8% | -252.9% | -44.7% |
| 5Y | -66.2% | +27.8% | -94.1% | -66.5% |
| 10Y | -54.8% | +1,107.6% | -1,162.3% | -55.5% |
| All | +979.6% | -97.0% | +1,076.6% | +1,087.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling