+130.8%
WMT vs ARWR
+25.7%
+105.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.1% |
| 7D | -0.2% | -3.2% | +3.0% | -0.1% |
| 30D | -5.8% | -6.5% | +0.6% | -5.6% |
| 3M | -10.8% | +12.7% | -23.4% | -11.5% |
| 6M | -14.3% | +36.2% | -50.5% | -16.0% |
| YTD | -4.4% | +24.5% | -28.9% | -5.9% |
| 1Y | +4.3% | +198.0% | -193.6% | -2.0% |
| 3Y | +100.1% | +176.4% | -76.3% | +82.3% |
| 5Y | +130.8% | +26.6% | +104.3% | +113.7% |
| All | +130.8% | +25.7% | +105.2% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling