+236.1%
EW vs ARWR
+1,055.7%
-819.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +9.3% | -17.7% | +27.0% | +11.2% |
| 30D | +22.1% | -21.9% | +44.0% | +24.9% |
| 3M | +13.0% | -44.5% | +57.5% | +19.4% |
| 6M | +30.1% | -32.6% | +62.7% | +34.1% |
| YTD | +22.0% | -26.2% | +48.2% | +24.1% |
| 1Y | +23.7% | +23.0% | +0.7% | +18.4% |
| 3Y | +62.0% | +81.8% | -19.8% | +41.1% |
| 5Y | -12.4% | -36.0% | +23.6% | -17.3% |
| 10Y | +236.1% | +1,039.5% | -803.5% | +136.6% |
| All | +236.1% | +1,055.7% | -819.6% | +136.6% |
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