+296.4%
WBD vs ARWR
+204.0%
+92.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.4% |
| 7D | -0.7% | +2.9% | -3.6% | -0.9% |
| 30D | +5.0% | -2.9% | +7.9% | +5.2% |
| 3M | +6.2% | +15.2% | -9.0% | +4.8% |
| 6M | +0.6% | +42.3% | -41.7% | -2.5% |
| YTD | -2.4% | +28.2% | -30.6% | -4.9% |
| 1Y | +127.7% | +213.2% | -85.6% | +106.7% |
| 3Y | +148.4% | +184.6% | -36.2% | +121.5% |
| 5Y | +4.2% | +29.2% | -25.0% | -4.4% |
| 10Y | +10.8% | +1,012.5% | -1,001.8% | -13.0% |
| All | +296.4% | +204.0% | +92.4% | +206.8% |
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