+136.7%
NWSA vs ARWR
+1,080.6%
-943.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -4.8% | -4.3% | -0.4% | -4.4% |
| 30D | +3.0% | -7.3% | +10.2% | +3.6% |
| 3M | +9.3% | +17.0% | -7.7% | +7.5% |
| 6M | +23.2% | +39.8% | -16.6% | +18.9% |
| YTD | +13.3% | +24.7% | -11.3% | +10.3% |
| 1Y | +2.9% | +186.5% | -183.6% | -7.6% |
| 3Y | +43.3% | +176.8% | -133.5% | +24.0% |
| 5Y | +40.9% | +29.3% | +11.5% | +25.9% |
| All | +136.7% | +1,080.6% | -943.9% | +91.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling