+11.3%
VIK vs ARWR
-32.1%
+43.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.5% | +2.1% |
| 7D | -1.2% | -19.9% | +18.7% | +2.1% |
| 30D | +11.5% | -18.7% | +30.2% | +14.9% |
| 3M | -11.3% | -44.7% | +33.4% | -3.6% |
| 6M | +11.3% | -36.5% | +47.8% | +16.2% |
| All | +11.3% | -32.1% | +43.4% | +16.2% |
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