-78.0%
SE vs ARWR
-34.9%
-43.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.7% |
| 7D | -0.5% | -17.8% | +17.4% | +4.7% |
| 30D | -20.9% | -18.1% | -2.8% | -16.8% |
| 3M | -38.9% | -44.2% | +5.3% | -28.3% |
| 6M | -19.4% | -38.6% | +19.2% | -9.4% |
| YTD | -40.9% | -28.0% | -12.9% | -37.6% |
| 1Y | -46.2% | +16.1% | -62.3% | -52.7% |
| 3Y | +63.7% | +84.0% | -20.3% | -2.8% |
| All | -78.0% | -34.9% | -43.1% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling