+62.1%
WM vs ARWR
-35.7%
+97.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +1.7% |
| 7D | +1.2% | -17.9% | +19.1% | +1.5% |
| 30D | +15.2% | -18.9% | +34.1% | +15.7% |
| 3M | +8.3% | -46.0% | +54.3% | +9.6% |
| 6M | +13.1% | -40.3% | +53.5% | +14.1% |
| YTD | +12.5% | -29.0% | +41.5% | +12.9% |
| 1Y | +21.8% | +13.8% | +7.9% | +20.3% |
| 3Y | +48.8% | +74.9% | -26.1% | +41.9% |
| All | +62.1% | -35.7% | +97.8% | +52.9% |
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 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