-78.0%
SE vs ARWR
-28.9%
-49.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +2.0% | -2.9% | +4.9% | +2.9% |
| 30D | -20.0% | -5.4% | -14.6% | -18.8% |
| 3M | -31.8% | -32.2% | +0.5% | -23.9% |
| 6M | -15.9% | -26.5% | +10.6% | -9.8% |
| YTD | -40.6% | -12.4% | -28.2% | -40.4% |
| 1Y | -50.7% | +46.9% | -97.6% | -59.3% |
| 3Y | +70.3% | +116.0% | -45.7% | -1.2% |
| All | -78.0% | -28.9% | -49.1% | -80.8% |
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