+86.8%
WFC vs ARWR
-28.9%
+115.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +1.2% | -2.9% | +4.1% | +1.6% |
| 30D | +5.2% | -5.4% | +10.6% | +5.8% |
| 3M | -3.0% | -32.2% | +29.2% | +0.8% |
| 6M | +6.2% | -26.5% | +32.7% | +8.9% |
| YTD | -7.9% | -12.4% | +4.5% | -8.0% |
| 1Y | +0.3% | +46.9% | -46.6% | -6.3% |
| 3Y | +117.7% | +116.0% | +1.8% | +81.6% |
| All | +86.8% | -28.9% | +115.7% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling