+46.2%
WM vs ARWR
+105.6%
-59.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.1% |
| 7D | +1.2% | -2.9% | +4.1% | +1.2% |
| 30D | +13.1% | -5.4% | +18.5% | +13.1% |
| 3M | +3.6% | -32.2% | +35.9% | +3.7% |
| 6M | +8.1% | -26.5% | +34.6% | +8.2% |
| YTD | +8.9% | -12.4% | +21.3% | +8.9% |
| 1Y | +20.3% | +46.9% | -26.5% | +19.5% |
| 3Y | +46.2% | +116.0% | -69.8% | +41.9% |
| All | +46.2% | +105.6% | -59.4% | +41.9% |
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