+434.2%
VSH vs ARWR
-98.0%
+532.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +5.7% |
| 7D | -12.9% | -2.9% | -10.0% | -12.9% |
| 30D | -36.9% | -5.4% | -31.5% | -36.8% |
| 3M | -28.8% | -32.2% | +3.5% | -28.5% |
| 6M | -30.3% | -26.5% | -3.8% | -30.1% |
| YTD | +62.4% | -12.4% | +74.8% | +62.5% |
| 1Y | +62.5% | +46.9% | +15.7% | +61.9% |
| 3Y | +7.4% | +116.0% | -108.6% | +6.4% |
| 5Y | +25.4% | -28.0% | +53.4% | +25.0% |
| 10Y | +102.6% | +923.9% | -821.3% | +98.4% |
| All | +434.2% | -98.0% | +532.2% | +425.0% |
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