+3,674.8%
WM vs ARWR
-98.0%
+3,772.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.0% |
| 3Y | +50.2% | +104.1% | -53.9% | +49.3% |
| 5Y | +63.3% | -28.8% | +92.1% | +62.7% |
| 10Y | +355.0% | +911.6% | -556.6% | +345.6% |
| All | +3,674.8% | -98.0% | +3,772.8% | +2,886.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling