+231.4%
WAT vs ARWR
+1,021.8%
-790.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +0.7% | -19.9% | +20.6% | +2.9% |
| 30D | +9.0% | -18.7% | +27.7% | +11.2% |
| 3M | +13.5% | -44.7% | +58.2% | +20.4% |
| 6M | +35.3% | -36.5% | +71.8% | +40.8% |
| YTD | +24.0% | -25.7% | +49.6% | +26.3% |
| 1Y | +22.0% | +18.9% | +3.0% | +17.2% |
| 3Y | +84.0% | +83.1% | +0.9% | +60.9% |
| 5Y | +34.4% | -34.9% | +69.2% | +25.4% |
| 10Y | +231.4% | +1,080.9% | -849.5% | +139.6% |
| All | +231.4% | +1,021.8% | -790.4% | +139.6% |
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