+452.3%
EWT vs ARWR
+1,024.2%
-571.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +9.1% | -17.8% | +27.0% | +10.7% |
| 30D | -12.2% | -18.1% | +5.9% | -10.8% |
| 3M | -9.4% | -44.2% | +34.8% | -5.1% |
| 6M | +2.7% | -38.6% | +41.3% | +6.5% |
| YTD | +53.3% | -28.0% | +81.3% | +56.3% |
| 1Y | +59.2% | +16.1% | +43.0% | +55.3% |
| 3Y | +157.1% | +84.0% | +73.1% | +132.5% |
| 5Y | +119.6% | -35.4% | +155.0% | +109.1% |
| All | +452.3% | +1,024.2% | -571.9% | +343.3% |
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