+14.2%
W vs ARWR
+204.3%
-190.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -4.2% | +1.7% | -5.9% | -4.6% |
| 30D | -7.6% | -0.7% | -6.9% | -7.4% |
| 3M | +37.2% | +14.9% | +22.3% | +32.8% |
| 6M | +26.3% | +32.6% | -6.3% | +17.2% |
| YTD | -1.0% | +30.0% | -31.0% | -7.6% |
| All | +14.2% | +204.3% | -190.1% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling