+9,782.4%
SHW vs ARWR
-98.0%
+9,880.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.4% |
| 7D | +3.5% | -2.9% | +6.4% | +3.5% |
| 30D | +9.2% | -5.4% | +14.6% | +9.3% |
| 3M | -5.1% | -32.2% | +27.1% | -4.9% |
| 6M | +6.8% | -26.5% | +33.4% | +7.0% |
| YTD | +7.0% | -12.4% | +19.3% | +7.0% |
| 1Y | +4.1% | +46.9% | -42.8% | +3.8% |
| 3Y | +41.1% | +116.0% | -74.9% | +39.9% |
| 5Y | +12.9% | -28.0% | +40.8% | +12.4% |
| 10Y | +366.3% | +923.9% | -557.6% | +355.9% |
| All | +9,782.4% | -98.0% | +9,880.4% | +8,270.6% |
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