+49.3%
WM vs ARWR
+103.1%
-53.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.8% | +8.0% | +1.2% |
| 7D | +4.5% | -5.0% | +9.5% | +4.5% |
| 30D | +16.1% | -6.6% | +22.7% | +16.1% |
| 3M | +8.0% | -33.9% | +41.9% | +8.2% |
| 6M | +8.4% | -23.3% | +31.7% | +8.5% |
| YTD | +11.2% | -13.5% | +24.7% | +11.2% |
| 1Y | +22.3% | +42.5% | -20.2% | +21.5% |
| All | +49.3% | +103.1% | -53.8% | +44.9% |
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