+117.7%
WFC vs ARWR
+105.6%
+12.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +1.2% | -2.9% | +4.1% | +1.5% |
| 30D | +5.2% | -5.4% | +10.6% | +5.7% |
| 3M | -3.0% | -32.2% | +29.2% | +0.2% |
| 6M | +6.2% | -26.5% | +32.7% | +8.5% |
| YTD | -7.9% | -12.4% | +4.5% | -8.1% |
| 1Y | +0.3% | +46.9% | -46.6% | -5.6% |
| 3Y | +117.7% | +116.0% | +1.8% | +83.9% |
| All | +117.7% | +105.6% | +12.1% | +83.9% |
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 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