+421.1%
WMT vs ARWR
+1,080.6%
-659.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.5% | -4.3% | +1.8% | -2.4% |
| 30D | -6.4% | -7.3% | +0.8% | -6.2% |
| 3M | -12.1% | +17.0% | -29.1% | -12.7% |
| 6M | -15.0% | +39.8% | -54.8% | -16.0% |
| YTD | -4.5% | +24.7% | -29.2% | -5.4% |
| 1Y | +6.2% | +186.5% | -180.3% | +2.2% |
| 3Y | +99.9% | +176.8% | -76.9% | +89.4% |
| 5Y | +131.4% | +29.3% | +102.1% | +121.3% |
| All | +421.1% | +1,080.6% | -659.5% | +385.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling