-11.5%
VRSK vs ARWR
+26.4%
-37.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -7.7% | -4.3% | -3.4% | -7.5% |
| 30D | -2.8% | -7.3% | +4.4% | -2.4% |
| 3M | -3.7% | +17.0% | -20.7% | -5.1% |
| 6M | -12.8% | +39.8% | -52.6% | -15.6% |
| YTD | -21.0% | +24.7% | -45.6% | -22.9% |
| 1Y | -32.5% | +186.5% | -218.9% | -39.2% |
| 3Y | -26.5% | +176.8% | -203.3% | -36.8% |
| 5Y | -11.5% | +29.3% | -40.8% | -20.2% |
| All | -11.5% | +26.4% | -37.8% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling