+5,859.0%
ITW vs ARWR
-98.4%
+5,957.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.3% |
| 7D | +2.3% | -17.8% | +20.2% | +2.4% |
| 30D | +6.7% | -18.1% | +24.8% | +6.8% |
| 3M | -0.5% | -44.2% | +43.6% | -0.3% |
| 6M | +16.4% | -38.6% | +55.1% | +16.6% |
| YTD | +19.0% | -28.0% | +47.0% | +19.1% |
| 1Y | +20.2% | +16.1% | +4.1% | +20.0% |
| 3Y | +33.1% | +84.0% | -50.9% | +32.4% |
| 5Y | +35.7% | -35.4% | +71.1% | +35.4% |
| 10Y | +194.0% | +1,043.1% | -849.0% | +190.0% |
| All | +5,859.0% | -98.4% | +5,957.4% | +5,791.9% |
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