+3,019.3%
WMB vs ARWR
-98.0%
+3,117.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.3% |
| 7D | -13.8% | -2.9% | -10.9% | -13.8% |
| 30D | -10.3% | -5.4% | -4.9% | -10.3% |
| 3M | -10.1% | -32.2% | +22.2% | -10.0% |
| 6M | -11.8% | -26.5% | +14.7% | -11.8% |
| YTD | +8.9% | -12.4% | +21.3% | +9.0% |
| 1Y | +14.0% | +46.9% | -32.9% | +13.8% |
| 3Y | +100.5% | +116.0% | -15.4% | +99.7% |
| 5Y | +179.5% | -28.0% | +207.5% | +178.9% |
| 10Y | +272.7% | +923.9% | -651.2% | +270.5% |
| All | +3,019.3% | -98.0% | +3,117.3% | +3,032.4% |
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