+36.3%
DIS vs ARWR
+1,055.7%
-1,019.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +4.4% | -17.7% | +22.1% | +6.1% |
| 30D | +10.3% | -21.9% | +32.2% | +12.6% |
| 3M | +15.5% | -44.5% | +60.1% | +21.4% |
| 6M | +11.2% | -32.6% | +43.8% | +14.3% |
| YTD | +5.6% | -26.2% | +31.8% | +7.2% |
| 1Y | +7.7% | +23.0% | -15.2% | +3.8% |
| 3Y | +39.3% | +81.8% | -42.5% | +23.6% |
| 5Y | -29.5% | -36.0% | +6.5% | -33.7% |
| 10Y | +36.3% | +1,039.5% | -1,003.3% | +11.7% |
| All | +36.3% | +1,055.7% | -1,019.4% | +11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling