+303.5%
EWY vs ARWR
+1,081.9%
-778.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -0.1% | -4.0% | +4.0% | +0.3% |
| 30D | +7.3% | -5.0% | +12.3% | +7.9% |
| 3M | -5.1% | +11.3% | -16.5% | -6.4% |
| 6M | +42.1% | +42.6% | -0.5% | +36.8% |
| YTD | +94.1% | +24.8% | +69.3% | +88.9% |
| 1Y | +147.8% | +178.8% | -30.9% | +121.9% |
| 3Y | +222.9% | +183.3% | +39.6% | +176.7% |
| 5Y | +150.6% | +29.5% | +121.1% | +123.4% |
| All | +303.5% | +1,081.9% | -778.4% | +211.7% |
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 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