+289.9%
WAB vs ARWR
+978.7%
-688.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.1% |
| 7D | +0.2% | -3.2% | +3.4% | +0.6% |
| 30D | -4.6% | -6.5% | +1.9% | -3.9% |
| 3M | +5.6% | +12.7% | -7.0% | +4.1% |
| 6M | +13.8% | +36.2% | -22.4% | +9.8% |
| YTD | +31.9% | +24.5% | +7.4% | +28.1% |
| 1Y | +48.3% | +198.0% | -149.7% | +31.0% |
| 3Y | +167.1% | +176.4% | -9.2% | +127.1% |
| 5Y | +222.9% | +26.6% | +196.3% | +186.0% |
| 10Y | +289.9% | +1,054.1% | -764.1% | +186.3% |
| All | +289.9% | +978.7% | -688.8% | +186.3% |
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