+54.0%
BWA vs ARWR
+195.4%
-141.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -0.1% | -4.3% | +4.3% | +0.3% |
| 30D | -5.5% | -7.3% | +1.8% | -4.9% |
| 3M | -7.6% | +17.0% | -24.6% | -8.9% |
| 6M | +25.0% | +39.8% | -14.8% | +22.2% |
| YTD | +47.0% | +24.7% | +22.3% | +43.8% |
| 1Y | +54.0% | +186.5% | -132.5% | +36.3% |
| All | +54.0% | +195.4% | -141.4% | +36.3% |
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 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