+15.3%
SHW vs ARWR
+28.5%
-13.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -3.2% | +1.7% | -4.9% | -3.4% |
| 30D | -9.5% | -0.7% | -8.9% | -9.5% |
| 3M | +11.5% | +14.9% | -3.4% | +9.4% |
| 6M | -3.5% | +32.6% | -36.2% | -7.1% |
| YTD | +3.7% | +30.0% | -26.3% | -0.1% |
| 1Y | -7.9% | +208.4% | -216.3% | -20.2% |
| 3Y | +24.7% | +208.8% | -184.1% | +1.9% |
| All | +15.3% | +28.5% | -13.2% | -3.3% |
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