+544.2%
WMT vs ARWR
+1,024.2%
-480.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.5% |
| 7D | +2.0% | -17.8% | +19.9% | +2.6% |
| 30D | +10.3% | -18.1% | +28.4% | +10.9% |
| 3M | +11.0% | -44.2% | +55.1% | +12.9% |
| 6M | -2.3% | -38.6% | +36.3% | -1.1% |
| YTD | +15.7% | -28.0% | +43.7% | +16.4% |
| 1Y | +26.0% | +16.1% | +9.8% | +24.6% |
| 3Y | +136.5% | +84.0% | +52.5% | +126.4% |
| 5Y | +176.8% | -35.4% | +212.2% | +169.6% |
| All | +544.2% | +1,024.2% | -480.0% | +496.0% |
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