+45.0%
NWSA vs ARWR
+181.4%
-136.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.8% |
| 7D | -2.6% | +2.9% | -5.5% | -2.9% |
| 30D | +4.6% | -2.9% | +7.5% | +4.8% |
| 3M | +10.2% | +15.2% | -5.0% | +8.5% |
| 6M | +21.6% | +42.3% | -20.6% | +17.1% |
| YTD | +14.6% | +28.2% | -13.6% | +11.2% |
| 1Y | +0.4% | +213.2% | -212.9% | -11.6% |
| 3Y | +45.0% | +184.6% | -139.7% | +18.2% |
| All | +45.0% | +181.4% | -136.4% | +18.2% |
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 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