+96.7%
BWA vs ARWR
+1,009.4%
-912.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | -0.1% |
| 7D | +7.3% | -17.9% | +25.2% | +9.2% |
| 30D | -15.8% | -18.9% | +3.1% | -14.2% |
| 3M | -25.7% | -46.0% | +20.2% | -21.3% |
| 6M | -19.6% | -40.3% | +20.7% | -15.9% |
| YTD | +14.1% | -29.0% | +43.0% | +16.7% |
| 1Y | +12.2% | +13.8% | -1.7% | +8.6% |
| 3Y | +63.8% | +74.9% | -11.1% | +45.4% |
| 5Y | +28.7% | -36.2% | +64.9% | +20.8% |
| All | +96.7% | +1,009.4% | -912.7% | +54.2% |
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