+235.5%
EW vs ARWR
+906.2%
-670.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | +11.0% | -2.9% | +13.9% | +11.3% |
| 30D | +19.1% | -5.4% | +24.5% | +19.7% |
| 3M | +14.4% | -32.2% | +46.6% | +18.5% |
| 6M | +22.8% | -26.5% | +49.3% | +25.6% |
| YTD | +19.8% | -12.4% | +32.2% | +20.0% |
| 1Y | +23.9% | +46.9% | -23.0% | +16.9% |
| 3Y | +52.2% | +116.0% | -63.7% | +31.1% |
| 5Y | -13.9% | -28.0% | +14.0% | -19.5% |
| All | +235.5% | +906.2% | -670.8% | +137.3% |
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 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