+21.5%
SW vs ARWR
-16.6%
+38.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +3.4% |
| 7D | +12.1% | +2.4% | +9.7% | +11.6% |
| 30D | +6.6% | -1.1% | +7.7% | +6.7% |
| 3M | -6.0% | -31.2% | +25.2% | +0.8% |
| 6M | +21.5% | -19.3% | +40.8% | +23.1% |
| All | +21.5% | -16.6% | +38.1% | +23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling