+6,438.2%
EW vs ARWR
-29.0%
+6,467.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.3% | +1.7% | -2.0% | -0.4% |
| 30D | +1.0% | -0.7% | +1.7% | +1.0% |
| 3M | +2.8% | +14.9% | -12.1% | +2.6% |
| 6M | +5.5% | +32.6% | -27.1% | +5.1% |
| YTD | +5.5% | +30.0% | -24.6% | +5.1% |
| 1Y | +11.0% | +208.4% | -197.3% | +9.5% |
| 3Y | +17.7% | +208.8% | -191.1% | +15.5% |
| 5Y | -25.7% | +27.8% | -53.6% | -26.7% |
| 10Y | +132.8% | +1,107.6% | -974.8% | +123.3% |
| All | +6,438.2% | -29.0% | +6,467.1% | +6,006.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling