+929.0%
EWY vs ARWR
-61.2%
+990.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.8% | -1.6% |
| 7D | +10.4% | -17.9% | +28.4% | +10.6% |
| 30D | -12.7% | -18.9% | +6.2% | -12.5% |
| 3M | -17.3% | -46.0% | +28.6% | -16.8% |
| 6M | -18.6% | -40.3% | +21.8% | -18.2% |
| YTD | +49.5% | -29.0% | +78.5% | +50.0% |
| 1Y | +55.0% | +13.8% | +41.1% | +54.7% |
| 3Y | +159.0% | +74.9% | +84.1% | +156.6% |
| 5Y | +102.5% | -36.2% | +138.7% | +101.7% |
| 10Y | +232.2% | +1,028.0% | -795.8% | +222.8% |
| All | +929.0% | -61.2% | +990.2% | +936.2% |
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