+19.3%
WAT vs ARWR
+12.4%
+6.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.6% | -1.5% |
| 7D | +2.0% | -17.9% | +20.0% | +3.4% |
| 30D | +7.7% | -18.9% | +26.6% | +9.3% |
| 3M | +11.1% | -46.0% | +57.0% | +16.5% |
| 6M | +31.2% | -40.3% | +71.6% | +36.0% |
| YTD | +21.7% | -29.0% | +50.7% | +22.6% |
| 1Y | +19.3% | +13.8% | +5.5% | +19.5% |
| All | +19.3% | +12.4% | +6.9% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling