+451.6%
EWT vs ARWR
+1,009.4%
-557.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.5% | -2.6% |
| 7D | +13.2% | -17.9% | +31.2% | +14.9% |
| 30D | -14.3% | -18.9% | +4.6% | -12.9% |
| 3M | -8.4% | -46.0% | +37.5% | -3.8% |
| 6M | +3.7% | -40.3% | +44.1% | +7.8% |
| YTD | +53.1% | -29.0% | +82.1% | +56.3% |
| 1Y | +55.5% | +13.8% | +41.7% | +52.0% |
| 3Y | +155.6% | +74.9% | +80.8% | +132.2% |
| 5Y | +119.3% | -36.2% | +155.6% | +109.1% |
| All | +451.6% | +1,009.4% | -557.9% | +343.2% |
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 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