-23.0%
DIS vs ARWR
-35.7%
+12.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.6% |
| 7D | +0.9% | -17.9% | +18.8% | +3.1% |
| 30D | +8.9% | -18.9% | +27.8% | +11.4% |
| 3M | +14.5% | -46.0% | +60.5% | +22.8% |
| 6M | +12.2% | -40.3% | +52.6% | +18.2% |
| YTD | +4.7% | -29.0% | +33.7% | +7.2% |
| 1Y | +2.8% | +13.8% | -11.0% | -1.9% |
| 3Y | +38.1% | +74.9% | -36.7% | +13.9% |
| All | -23.0% | -35.7% | +12.7% | -30.8% |
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