+5,928.6%
WPM vs ARWR
+208.4%
+5,720.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +1.1% | +1.7% | -0.6% | +1.0% |
| 30D | +26.4% | -0.7% | +27.0% | +26.4% |
| 3M | +20.8% | +14.9% | +6.0% | +20.0% |
| 6M | +1.1% | +32.6% | -31.5% | -0.3% |
| YTD | +32.5% | +30.0% | +2.4% | +30.7% |
| 1Y | +51.5% | +208.4% | -156.8% | +43.9% |
| 3Y | +267.0% | +208.8% | +58.2% | +242.4% |
| 5Y | +250.1% | +27.8% | +222.3% | +233.2% |
| 10Y | +540.4% | +1,107.6% | -567.2% | +433.1% |
| All | +5,928.6% | +208.4% | +5,720.3% | +5,225.4% |
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