+278.3%
SHW vs ARWR
+1,075.6%
-797.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.1% |
| 7D | -1.2% | +2.9% | -4.0% | -1.4% |
| 30D | -11.6% | -2.9% | -8.7% | -11.4% |
| 3M | +9.1% | +15.2% | -6.1% | +7.3% |
| 6M | -0.7% | +42.3% | -42.9% | -4.4% |
| YTD | +1.4% | +28.2% | -26.8% | -1.7% |
| 1Y | -12.3% | +213.2% | -225.5% | -22.5% |
| 3Y | +23.4% | +184.6% | -161.3% | +5.3% |
| 5Y | +15.0% | +29.2% | -14.2% | +2.2% |
| 10Y | +278.3% | +1,012.5% | -734.3% | +177.0% |
| All | +278.3% | +1,075.6% | -797.3% | +177.0% |
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