-8.2%
EW vs ARWR
-34.9%
+26.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +1.1% |
| 7D | +4.9% | -17.8% | +22.8% | +6.8% |
| 30D | +23.9% | -18.1% | +42.1% | +26.2% |
| 3M | +15.8% | -44.2% | +59.9% | +22.3% |
| 6M | +31.7% | -38.6% | +70.3% | +37.1% |
| YTD | +25.7% | -28.0% | +53.7% | +28.1% |
| 1Y | +24.4% | +16.1% | +8.3% | +19.3% |
| 3Y | +65.9% | +84.0% | -18.1% | +40.6% |
| All | -8.2% | -34.9% | +26.7% | -12.9% |
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