+12.0%
WBD vs ARWR
+1,080.6%
-1,068.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | -0.6% | -4.3% | +3.7% | -0.1% |
| 30D | +4.2% | -7.3% | +11.4% | +5.1% |
| 3M | +7.5% | +17.0% | -9.5% | +4.9% |
| 6M | +1.6% | +39.8% | -38.2% | -3.5% |
| YTD | -2.2% | +24.7% | -26.8% | -6.1% |
| 1Y | +124.9% | +186.5% | -61.6% | +92.7% |
| 3Y | +149.1% | +176.8% | -27.7% | +104.0% |
| 5Y | +7.8% | +29.3% | -21.5% | -8.4% |
| All | +12.0% | +1,080.6% | -1,068.6% | -15.3% |
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