+1,104.1%
BBWI vs ARWR
-98.3%
+1,202.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -15.3% | +17.2% | +2.0% |
| 7D | -6.2% | -17.3% | +11.2% | -6.1% |
| 30D | +25.5% | -21.5% | +47.0% | +25.7% |
| 3M | +8.0% | -43.8% | +51.8% | +8.4% |
| 6M | +12.7% | -32.3% | +44.9% | +12.9% |
| YTD | +11.6% | -25.8% | +37.5% | +11.8% |
| 1Y | -0.9% | +25.5% | -26.4% | -1.1% |
| 3Y | -22.7% | +84.1% | -106.8% | -23.2% |
| 5Y | -67.2% | -39.2% | -27.9% | -67.3% |
| 10Y | -43.7% | +1,072.4% | -1,116.1% | -44.5% |
| All | +1,104.1% | -98.3% | +1,202.4% | +1,228.9% |
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 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