-68.1%
SE vs ARWR
+28.5%
-96.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -6.1% | +1.7% | -7.8% | -6.5% |
| 30D | -2.5% | -0.7% | -1.8% | -2.2% |
| 3M | +21.7% | +14.9% | +6.8% | +15.5% |
| 6M | +27.0% | +32.6% | -5.6% | +14.4% |
| YTD | -12.1% | +30.0% | -42.2% | -21.0% |
| 1Y | -40.9% | +208.4% | -249.3% | -61.6% |
| 3Y | +191.0% | +208.8% | -17.8% | +53.4% |
| All | -68.1% | +28.5% | -96.5% | -76.6% |
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