+3,311.1%
WM vs ARWR
-97.0%
+3,408.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -0.3% | +1.7% | -2.0% | -0.3% |
| 30D | -2.4% | -0.7% | -1.7% | -2.4% |
| 3M | +0.4% | +14.9% | -14.5% | +0.3% |
| 6M | -9.5% | +32.6% | -42.1% | -9.6% |
| YTD | +0.5% | +30.0% | -29.5% | +0.3% |
| 1Y | -1.1% | +208.4% | -209.4% | -1.7% |
| 3Y | +46.0% | +208.8% | -162.8% | +44.8% |
| 5Y | +51.8% | +27.8% | +24.0% | +50.9% |
| 10Y | +307.5% | +1,107.6% | -800.0% | +298.7% |
| All | +3,311.1% | -97.0% | +3,408.2% | +2,594.2% |
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