+20.3%
WM vs ARWR
+44.4%
-24.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.0% |
| 7D | +1.2% | -2.9% | +4.1% | +1.1% |
| 30D | +13.1% | -5.4% | +18.5% | +12.9% |
| 3M | +3.6% | -32.2% | +35.9% | +2.8% |
| 6M | +8.1% | -26.5% | +34.6% | +7.6% |
| YTD | +8.9% | -12.4% | +21.3% | +9.1% |
| 1Y | +20.3% | +46.9% | -26.5% | +22.0% |
| All | +20.3% | +44.4% | -24.1% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling