+91.1%
BWA vs ARWR
+29.5%
+61.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.5% |
| 3M | -12.4% | +15.2% | -27.7% | -14.5% |
| 6M | +28.6% | +42.3% | -13.7% | +21.5% |
| YTD | +48.2% | +28.2% | +20.0% | +41.5% |
| 1Y | +50.9% | +213.2% | -162.3% | +24.5% |
| 3Y | +72.2% | +184.6% | -112.5% | +34.3% |
| 5Y | +91.1% | +29.2% | +61.8% | +48.9% |
| All | +91.1% | +29.5% | +61.5% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling