+5,174.0%
WPM vs ARWR
+76.3%
+5,097.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | +3.1% | -19.9% | +23.0% | +4.0% |
| 30D | -1.8% | -18.7% | +16.9% | -1.0% |
| 3M | +1.0% | -44.7% | +45.7% | +3.6% |
| 6M | -5.4% | -36.5% | +31.1% | -3.7% |
| YTD | +15.9% | -25.7% | +41.5% | +17.0% |
| 1Y | +30.8% | +18.9% | +11.9% | +29.3% |
| 3Y | +222.6% | +83.1% | +139.6% | +208.0% |
| 5Y | +227.4% | -34.9% | +262.2% | +220.5% |
| 10Y | +757.8% | +1,080.9% | -323.1% | +619.2% |
| All | +5,174.0% | +76.3% | +5,097.7% | +4,669.9% |
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