+358.3%
SE vs ARWR
+1,072.9%
-714.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +1.8% |
| 7D | -1.5% | -17.9% | +16.5% | +2.7% |
| 30D | -22.3% | -18.9% | -3.4% | -18.8% |
| 3M | -41.8% | -46.0% | +4.1% | -33.2% |
| 6M | -22.4% | -40.3% | +18.0% | -14.0% |
| YTD | -41.6% | -29.0% | -12.6% | -38.5% |
| 1Y | -48.0% | +13.8% | -61.8% | -52.3% |
| 3Y | +63.9% | +74.9% | -11.0% | +18.2% |
| 5Y | -78.2% | -36.2% | -41.9% | -80.3% |
| All | +358.3% | +1,072.9% | -714.6% | +153.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling