+228.0%
WAB vs ARWR
+29.5%
+198.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | +1.7% | +2.9% | -1.2% | +1.3% |
| 30D | -2.4% | -2.9% | +0.5% | -2.1% |
| 3M | +9.7% | +15.2% | -5.6% | +7.2% |
| 6M | +16.5% | +42.3% | -25.8% | +10.4% |
| YTD | +33.7% | +28.2% | +5.5% | +28.1% |
| 1Y | +49.7% | +213.2% | -163.6% | +26.2% |
| 3Y | +170.9% | +184.6% | -13.7% | +115.8% |
| 5Y | +228.0% | +29.2% | +198.8% | +174.0% |
| All | +228.0% | +29.5% | +198.5% | +174.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling