+550.8%
WPM vs ARWR
+978.7%
-427.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.2% |
| 7D | +3.9% | -3.2% | +7.1% | +4.1% |
| 30D | +17.7% | -6.5% | +24.1% | +18.1% |
| 3M | +39.4% | +12.7% | +26.7% | +38.4% |
| 6M | +6.4% | +36.2% | -29.8% | +4.6% |
| YTD | +34.0% | +24.5% | +9.5% | +32.1% |
| 1Y | +50.5% | +198.0% | -147.5% | +42.0% |
| 3Y | +280.3% | +176.4% | +103.9% | +253.0% |
| 5Y | +266.3% | +26.6% | +239.8% | +244.6% |
| 10Y | +550.8% | +1,054.1% | -503.3% | +467.5% |
| All | +550.8% | +978.7% | -427.9% | +467.5% |
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