+2,651.1%
BWA vs ARWR
-98.3%
+2,749.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -2.4% | -17.7% | +15.3% | -2.3% |
| 30D | -17.7% | -21.9% | +4.2% | -17.6% |
| 3M | -27.0% | -44.5% | +17.5% | -26.7% |
| 6M | -17.3% | -32.6% | +15.3% | -17.1% |
| YTD | +12.9% | -26.2% | +39.1% | +13.0% |
| 1Y | +12.9% | +23.0% | -10.1% | +12.7% |
| 3Y | +62.1% | +81.8% | -19.7% | +61.0% |
| 5Y | +30.7% | -36.0% | +66.7% | +30.3% |
| 10Y | +89.2% | +1,039.5% | -950.4% | +85.7% |
| All | +2,651.1% | -98.3% | +2,749.5% | +2,672.7% |
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