+5.6%
WM vs ARWR
-16.6%
+22.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -1.9% | +1.7% |
| 7D | +5.9% | +2.4% | +3.5% | +6.0% |
| 30D | +15.4% | -1.1% | +16.5% | +15.4% |
| 3M | +6.3% | -31.2% | +37.5% | +5.3% |
| 6M | +5.6% | -19.3% | +24.9% | +5.5% |
| All | +5.6% | -16.6% | +22.2% | +5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling