+3,755.1%
WMT vs ARWR
-97.0%
+3,852.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +3.9% | +1.7% | +2.2% | +3.9% |
| 30D | -4.4% | -0.7% | -3.7% | -4.4% |
| 3M | -8.8% | +14.9% | -23.7% | -8.8% |
| 6M | -15.6% | +32.6% | -48.3% | -15.7% |
| YTD | -3.2% | +30.0% | -33.3% | -3.3% |
| 1Y | +7.0% | +208.4% | -201.3% | +6.8% |
| 3Y | +105.3% | +208.8% | -103.5% | +104.7% |
| 5Y | +129.3% | +27.8% | +101.4% | +128.7% |
| 10Y | +423.9% | +1,107.6% | -683.6% | +420.8% |
| All | +3,755.1% | -97.0% | +3,852.2% | +3,859.1% |
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 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