-2.3%
SW vs ARWR
+28.5%
-30.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -5.1% | +1.7% | -6.8% | -5.2% |
| 30D | -4.6% | -0.7% | -3.9% | -4.5% |
| 3M | +9.4% | +14.9% | -5.5% | +7.8% |
| 6M | +3.5% | +32.6% | -29.1% | +0.5% |
| YTD | +22.0% | +30.0% | -8.0% | +18.4% |
| 1Y | +2.2% | +208.4% | -206.1% | -8.2% |
| 3Y | +19.6% | +208.8% | -189.2% | +1.7% |
| All | -2.3% | +28.5% | -30.8% | -12.6% |
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 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