+154.5%
EWT vs ARWR
+25.7%
+128.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.5% |
| 7D | +2.1% | -3.2% | +5.3% | +2.5% |
| 30D | +9.4% | -6.5% | +15.8% | +10.2% |
| 3M | +10.9% | +12.7% | -1.8% | +9.1% |
| 6M | +57.9% | +36.2% | +21.7% | +51.9% |
| YTD | +75.9% | +24.5% | +51.5% | +70.3% |
| 1Y | +89.7% | +198.0% | -108.3% | +65.7% |
| 3Y | +200.9% | +176.4% | +24.5% | +149.9% |
| 5Y | +154.5% | +26.6% | +127.9% | +121.0% |
| All | +154.5% | +25.7% | +128.8% | +121.0% |
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