+217.0%
W vs ARWR
+1,055.7%
-838.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.6% |
| 7D | +1.1% | -17.7% | +18.8% | +6.4% |
| 30D | +6.4% | -21.9% | +28.3% | +13.6% |
| 3M | +9.0% | -44.5% | +53.5% | +27.8% |
| 6M | +69.8% | -32.6% | +102.4% | +86.9% |
| YTD | +12.1% | -26.2% | +38.3% | +19.4% |
| 1Y | 0.0% | +23.0% | -22.9% | -10.0% |
| 3Y | +160.3% | +81.8% | +78.6% | +92.5% |
| 5Y | -53.3% | -36.0% | -17.3% | -56.6% |
| 10Y | +217.0% | +1,039.5% | -822.6% | +107.3% |
| All | +217.0% | +1,055.7% | -838.7% | +107.3% |
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