+9,484.0%
SHW vs ARWR
-97.0%
+9,581.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -3.2% | +1.7% | -4.9% | -3.2% |
| 30D | -9.5% | -0.7% | -8.9% | -9.5% |
| 3M | +11.5% | +14.9% | -3.4% | +11.3% |
| 6M | -3.5% | +32.6% | -36.2% | -3.8% |
| YTD | +3.7% | +30.0% | -26.3% | +3.5% |
| 1Y | -7.9% | +208.4% | -216.3% | -8.6% |
| 3Y | +24.7% | +208.8% | -184.1% | +23.4% |
| 5Y | +13.6% | +27.8% | -14.2% | +12.7% |
| 10Y | +283.0% | +1,107.6% | -824.6% | +273.8% |
| All | +9,484.0% | -97.0% | +9,581.1% | +7,998.0% |
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 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