+755.0%
SW vs ARWR
+283.7%
+471.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -5.1% | +1.7% | -6.8% | -5.1% |
| 30D | -4.6% | -0.7% | -3.9% | -4.6% |
| 3M | +9.4% | +14.9% | -5.5% | +8.9% |
| 6M | +3.5% | +32.6% | -29.1% | +2.6% |
| YTD | +22.0% | +30.0% | -8.0% | +20.9% |
| 1Y | +2.2% | +208.4% | -206.1% | -1.0% |
| 3Y | +19.6% | +208.8% | -189.2% | +14.5% |
| 5Y | -2.3% | +27.8% | -30.2% | -5.8% |
| 10Y | +181.4% | +1,107.6% | -926.2% | +161.8% |
| All | +755.0% | +283.7% | +471.3% | +681.5% |
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