+4,092.2%
WAB vs ARWR
-46.9%
+4,139.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.2% | +1.7% | -4.9% | -3.2% |
| 30D | -4.4% | -0.7% | -3.8% | -4.4% |
| 3M | +7.9% | +14.9% | -7.0% | +7.7% |
| 6M | +8.7% | +32.6% | -23.9% | +8.5% |
| YTD | +33.0% | +30.0% | +2.9% | +32.7% |
| 1Y | +46.7% | +208.4% | -161.7% | +45.4% |
| 3Y | +153.0% | +208.8% | -55.8% | +150.0% |
| 5Y | +222.3% | +27.8% | +194.5% | +219.7% |
| 10Y | +291.0% | +1,107.6% | -816.6% | +281.3% |
| All | +4,092.2% | -46.9% | +4,139.1% | +3,425.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling