+0.1%
DOW vs ARWR
+154.3%
-154.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.5% |
| 7D | +5.2% | -17.8% | +23.1% | +7.7% |
| 30D | +13.2% | -18.1% | +31.3% | +15.9% |
| 3M | +10.1% | -44.2% | +54.3% | +18.0% |
| 6M | -13.1% | -38.6% | +25.6% | -8.6% |
| YTD | +46.1% | -28.0% | +74.2% | +49.0% |
| 1Y | +50.0% | +16.1% | +33.9% | +41.5% |
| 3Y | -20.2% | +84.0% | -104.2% | -34.5% |
| 5Y | -27.7% | -35.4% | +7.7% | -33.8% |
| All | +0.1% | +154.3% | -154.2% | -36.7% |
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