+1,236.8%
EWY vs ARWR
-29.0%
+1,265.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | +4.8% | +1.7% | +3.1% | +4.8% |
| 30D | +11.7% | -0.7% | +12.3% | +11.7% |
| 3M | -7.4% | +14.9% | -22.3% | -7.5% |
| 6M | +40.6% | +32.6% | +7.9% | +40.2% |
| YTD | +94.3% | +30.0% | +64.2% | +93.7% |
| 1Y | +164.3% | +208.4% | -44.1% | +161.3% |
| 3Y | +221.0% | +208.8% | +12.2% | +216.2% |
| 5Y | +139.1% | +27.8% | +111.3% | +136.6% |
| 10Y | +298.8% | +1,107.6% | -808.8% | +286.1% |
| All | +1,236.8% | -29.0% | +1,265.8% | +1,238.3% |
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 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