+32.9%
DIS vs ARWR
+1,021.8%
-988.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | +0.6% | -19.9% | +20.5% | +2.4% |
| 30D | +10.3% | -18.7% | +29.0% | +12.1% |
| 3M | +15.6% | -44.7% | +60.3% | +21.5% |
| 6M | +15.1% | -36.5% | +51.6% | +19.0% |
| YTD | +6.0% | -25.7% | +31.6% | +7.5% |
| 1Y | +5.7% | +18.9% | -13.3% | +2.1% |
| 3Y | +39.8% | +83.1% | -43.3% | +23.9% |
| 5Y | -23.9% | -34.9% | +11.0% | -28.4% |
| 10Y | +32.9% | +1,080.9% | -1,047.9% | +8.5% |
| All | +32.9% | +1,021.8% | -988.9% | +8.5% |
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