+4,319.4%
WAB vs ARWR
-69.7%
+4,389.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -15.3% | +20.5% | +5.3% |
| 7D | +4.0% | -17.3% | +21.3% | +4.1% |
| 30D | +4.5% | -21.5% | +26.0% | +4.6% |
| 3M | +2.3% | -43.8% | +46.1% | +2.7% |
| 6M | +12.5% | -32.3% | +44.7% | +12.8% |
| YTD | +40.2% | -25.8% | +66.0% | +40.4% |
| 1Y | +45.2% | +25.5% | +19.7% | +44.8% |
| 3Y | +171.8% | +84.1% | +87.7% | +169.6% |
| 5Y | +217.6% | -39.2% | +256.8% | +216.6% |
| 10Y | +285.3% | +1,072.4% | -787.1% | +276.6% |
| All | +4,319.4% | -69.7% | +4,389.1% | +3,631.4% |
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 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