+594.1%
EWT vs ARWR
-14.9%
+608.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | +4.0% | +1.7% | +2.3% | +3.9% |
| 30D | +10.3% | -0.7% | +11.0% | +10.3% |
| 3M | +6.1% | +14.9% | -8.8% | +5.9% |
| 6M | +56.6% | +32.6% | +24.0% | +56.2% |
| YTD | +76.6% | +30.0% | +46.5% | +76.1% |
| 1Y | +97.9% | +208.4% | -110.5% | +95.7% |
| 3Y | +198.0% | +208.8% | -10.8% | +193.6% |
| 5Y | +151.8% | +27.8% | +123.9% | +149.1% |
| 10Y | +514.1% | +1,107.6% | -593.4% | +494.0% |
| All | +594.1% | -14.9% | +608.9% | +595.9% |
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