+901.2%
CDW vs ARWR
+2,702.9%
-1,801.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.8% | +0.7% | -5.5% |
| 7D | -4.1% | -5.0% | +0.9% | -3.6% |
| 30D | +16.7% | -6.6% | +23.4% | +17.5% |
| 3M | +13.6% | -33.9% | +47.5% | +17.9% |
| 6M | +17.0% | -23.3% | +40.3% | +19.0% |
| YTD | +18.1% | -13.5% | +31.6% | +18.2% |
| 1Y | +10.5% | +42.5% | -32.1% | +4.5% |
| 3Y | -20.9% | +104.1% | -125.0% | -30.8% |
| 5Y | -9.3% | -28.8% | +19.5% | -15.2% |
| 10Y | +310.6% | +911.6% | -601.1% | +193.5% |
| All | +901.2% | +2,702.9% | -1,801.7% | +568.0% |
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 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