-29.5%
DIS vs ARWR
-39.6%
+10.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +4.4% | -17.7% | +22.1% | +6.7% |
| 30D | +10.3% | -21.9% | +32.2% | +13.4% |
| 3M | +15.5% | -44.5% | +60.1% | +23.5% |
| 6M | +11.2% | -32.6% | +43.8% | +15.3% |
| YTD | +5.6% | -26.2% | +31.8% | +7.6% |
| 1Y | +7.7% | +23.0% | -15.2% | +1.8% |
| 3Y | +39.3% | +81.8% | -42.5% | +14.3% |
| 5Y | -29.5% | -36.0% | +6.5% | -36.3% |
| All | -29.5% | -39.6% | +10.1% | -36.3% |
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