+19.0%
EWZ vs ARWR
+105.6%
-86.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | -1.5% | -2.9% | +1.4% | -1.2% |
| 30D | -24.5% | -5.4% | -19.1% | -24.2% |
| 3M | -10.7% | -32.2% | +21.5% | -7.9% |
| 6M | -19.1% | -26.5% | +7.4% | -17.5% |
| YTD | +1.6% | -12.4% | +14.0% | +1.7% |
| 1Y | +4.3% | +46.9% | -42.6% | -0.1% |
| 3Y | +19.0% | +116.0% | -97.0% | +6.4% |
| All | +19.0% | +105.6% | -86.6% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling