+208.9%
W vs ARWR
+1,009.4%
-800.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -1.3% |
| 7D | -1.7% | -17.9% | +16.3% | +3.4% |
| 30D | +3.2% | -18.9% | +22.1% | +9.1% |
| 3M | +8.3% | -46.0% | +54.3% | +28.0% |
| 6M | +84.3% | -40.3% | +124.6% | +110.6% |
| YTD | +11.0% | -29.0% | +40.0% | +19.6% |
| 1Y | -0.2% | +13.8% | -14.0% | -8.1% |
| 3Y | +157.9% | +74.9% | +83.0% | +92.8% |
| 5Y | -56.8% | -36.2% | -20.6% | -59.7% |
| All | +208.9% | +1,009.4% | -800.5% | +103.9% |
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