+72.2%
BWA vs ARWR
+181.4%
-109.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | +4.3% | +2.9% | +1.4% | +3.9% |
| 30D | -2.9% | -2.9% | 0.0% | -2.6% |
| 3M | -12.4% | +15.2% | -27.7% | -14.3% |
| 6M | +28.6% | +42.3% | -13.7% | +22.4% |
| YTD | +48.2% | +28.2% | +20.0% | +42.3% |
| 1Y | +50.9% | +213.2% | -162.3% | +26.9% |
| 3Y | +72.2% | +184.6% | -112.5% | +31.0% |
| All | +72.2% | +181.4% | -109.2% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling