+2.9%
SHW vs ARWR
+12.4%
-9.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.2% | -0.9% |
| 7D | +0.7% | -17.9% | +18.6% | +2.1% |
| 30D | +8.4% | -18.9% | +27.3% | +10.1% |
| 3M | -2.2% | -46.0% | +43.7% | +3.0% |
| 6M | +13.3% | -40.3% | +53.7% | +17.8% |
| YTD | +9.2% | -29.0% | +38.2% | +10.8% |
| 1Y | +2.9% | +13.8% | -10.9% | +2.9% |
| All | +2.9% | +12.4% | -9.5% | +2.9% |
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