+324.8%
WM vs ARWR
+1,021.8%
-697.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | +0.8% | -19.9% | +20.7% | +1.5% |
| 30D | +13.8% | -18.7% | +32.5% | +14.5% |
| 3M | +6.4% | -44.7% | +51.1% | +8.4% |
| 6M | +13.2% | -36.5% | +49.7% | +14.6% |
| YTD | +10.8% | -25.7% | +36.4% | +11.3% |
| 1Y | +20.2% | +18.9% | +1.2% | +18.4% |
| 3Y | +46.5% | +83.1% | -36.6% | +39.0% |
| 5Y | +61.3% | -34.9% | +96.1% | +57.3% |
| 10Y | +324.8% | +1,080.9% | -756.1% | +275.4% |
| All | +324.8% | +1,021.8% | -697.1% | +275.4% |
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