+234.8%
WAT vs ARWR
+921.6%
-686.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -15.3% | +19.5% | +5.8% |
| 7D | +6.0% | -17.3% | +23.4% | +8.0% |
| 30D | +9.9% | -21.5% | +31.4% | +12.5% |
| 3M | +17.2% | -43.8% | +61.0% | +24.1% |
| 6M | +34.2% | -32.3% | +66.5% | +38.7% |
| YTD | +25.5% | -25.8% | +51.3% | +27.9% |
| 1Y | +28.3% | +25.5% | +2.7% | +22.5% |
| 3Y | +88.4% | +84.1% | +4.2% | +64.6% |
| 5Y | +36.1% | -39.2% | +75.4% | +27.8% |
| 10Y | +234.8% | +1,072.4% | -837.6% | +141.9% |
| All | +234.8% | +921.6% | -686.8% | +141.9% |
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