+217.6%
WAB vs ARWR
-40.7%
+258.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -15.3% | +20.5% | +7.2% |
| 7D | +4.0% | -17.3% | +21.3% | +6.4% |
| 30D | +4.5% | -21.5% | +26.0% | +7.6% |
| 3M | +2.3% | -43.8% | +46.1% | +10.1% |
| 6M | +12.5% | -32.3% | +44.7% | +17.5% |
| YTD | +40.2% | -25.8% | +66.0% | +44.0% |
| 1Y | +45.2% | +25.5% | +19.7% | +38.2% |
| 3Y | +171.8% | +84.1% | +87.7% | +128.6% |
| 5Y | +217.6% | -39.2% | +256.8% | +187.4% |
| All | +217.6% | -40.7% | +258.3% | +187.4% |
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