+141.5%
W vs ARWR
+1,075.6%
-934.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.9% |
| 7D | +6.5% | +2.9% | +3.6% | +5.6% |
| 30D | -6.2% | -2.9% | -3.3% | -5.4% |
| 3M | +48.9% | +15.2% | +33.6% | +42.3% |
| 6M | +31.2% | +42.3% | -11.1% | +17.7% |
| YTD | -0.4% | +28.2% | -28.6% | -8.3% |
| 1Y | +14.8% | +213.2% | -198.4% | -19.9% |
| 3Y | +40.5% | +184.6% | -144.1% | -6.9% |
| 5Y | -62.1% | +29.2% | -91.4% | -70.4% |
| 10Y | +141.5% | +1,012.5% | -871.0% | +51.6% |
| All | +141.5% | +1,075.6% | -934.0% | +51.6% |
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 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