+7.0%
SHW vs ARWR
+59.7%
-52.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.6% | +3.1% | +6.3% |
| 7D | +13.3% | +2.4% | +10.9% | +13.1% |
| 30D | +14.1% | -1.1% | +15.3% | +14.2% |
| 3M | +0.8% | -31.2% | +32.0% | +4.0% |
| 6M | +17.6% | -19.3% | +36.9% | +19.3% |
| YTD | +13.0% | -7.1% | +20.1% | +12.3% |
| 1Y | +7.0% | +62.9% | -55.9% | +5.0% |
| All | +7.0% | +59.7% | -52.7% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling