+124.0%
VRSK vs ARWR
+1,081.9%
-957.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -5.2% | -4.0% | -1.1% | -4.9% |
| 30D | -2.3% | -5.0% | +2.7% | -2.0% |
| 3M | -2.9% | +11.3% | -14.3% | -3.9% |
| 6M | -12.8% | +42.6% | -55.4% | -15.5% |
| YTD | -20.8% | +24.8% | -45.6% | -22.6% |
| 1Y | -33.2% | +178.8% | -212.0% | -38.8% |
| 3Y | -26.6% | +183.3% | -209.9% | -35.2% |
| 5Y | -11.3% | +29.5% | -40.8% | -19.1% |
| All | +124.0% | +1,081.9% | -957.9% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling