+743.1%
SW vs ARWR
+174.0%
+569.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +4.0% |
| 7D | +12.1% | +2.4% | +9.7% | +12.0% |
| 30D | +6.6% | -1.1% | +7.7% | +6.6% |
| 3M | -6.0% | -31.2% | +25.2% | -5.1% |
| 6M | +21.5% | -19.3% | +40.8% | +22.0% |
| YTD | +20.3% | -7.1% | +27.5% | +20.3% |
| 1Y | +28.1% | +62.9% | -34.7% | +26.2% |
| 3Y | +51.6% | +119.0% | -67.4% | +46.4% |
| 5Y | -0.1% | -24.4% | +24.3% | -2.5% |
| 10Y | +189.7% | +985.4% | -795.6% | +171.4% |
| All | +743.1% | +174.0% | +569.1% | +677.5% |
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