+139.3%
WFC vs ARWR
+197.7%
-58.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +3.8% | +1.7% | +2.1% | +3.6% |
| 30D | +1.5% | -0.7% | +2.1% | +1.5% |
| 3M | +10.9% | +14.9% | -4.0% | +8.9% |
| 6M | +8.4% | +32.6% | -24.2% | +4.4% |
| YTD | -1.9% | +30.0% | -31.9% | -5.5% |
| 1Y | +12.3% | +208.4% | -196.0% | -2.3% |
| All | +139.3% | +197.7% | -58.4% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling