+627.4%
VSH vs ARWR
-97.0%
+724.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +4.1% | +1.7% | +2.4% | +4.0% |
| 30D | -4.2% | -0.7% | -3.5% | -4.2% |
| 3M | -50.0% | +14.9% | -64.8% | -50.0% |
| 6M | +80.2% | +32.6% | +47.6% | +79.7% |
| YTD | +121.1% | +30.0% | +91.0% | +120.5% |
| 1Y | +112.0% | +208.4% | -96.4% | +110.0% |
| 3Y | +22.5% | +208.8% | -186.3% | +21.1% |
| 5Y | +64.0% | +27.8% | +36.2% | +62.7% |
| 10Y | +170.4% | +1,107.6% | -937.2% | +164.1% |
| All | +627.4% | -97.0% | +724.4% | +612.6% |
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