+3.1%
EWT vs ARWR
-32.1%
+35.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.1% | +5.7% |
| 7D | +3.2% | -19.9% | +23.1% | +6.8% |
| 30D | -12.3% | -18.7% | +6.4% | -9.5% |
| 3M | -3.6% | -44.7% | +41.1% | +6.7% |
| 6M | +3.1% | -36.5% | +39.6% | +8.7% |
| All | +3.1% | -32.1% | +35.2% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling