+10,179.6%
SHW vs ARWR
-98.3%
+10,277.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -15.3% | +19.4% | +4.1% |
| 7D | +1.6% | -17.3% | +18.9% | +1.7% |
| 30D | +12.1% | -21.5% | +33.6% | +12.2% |
| 3M | -3.0% | -43.8% | +40.9% | -2.6% |
| 6M | +13.5% | -32.3% | +45.8% | +13.8% |
| YTD | +11.2% | -25.8% | +37.1% | +11.4% |
| 1Y | +6.2% | +25.5% | -19.3% | +6.0% |
| 3Y | +45.6% | +84.1% | -38.5% | +44.6% |
| 5Y | +15.6% | -39.2% | +54.8% | +15.2% |
| 10Y | +356.5% | +1,072.4% | -715.9% | +346.3% |
| All | +10,179.6% | -98.3% | +10,277.9% | +8,615.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling