+100.5%
WMT vs ARWR
+181.4%
-80.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.0% |
| 7D | +0.1% | +2.9% | -2.7% | 0.0% |
| 30D | -5.0% | -2.9% | -2.1% | -4.8% |
| 3M | -11.3% | +15.2% | -26.5% | -12.0% |
| 6M | -13.8% | +42.3% | -56.1% | -15.6% |
| YTD | -4.2% | +28.2% | -32.4% | -5.8% |
| 1Y | +4.6% | +213.2% | -208.7% | -2.0% |
| 3Y | +100.5% | +184.6% | -84.2% | +78.1% |
| All | +100.5% | +181.4% | -80.9% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling