+1,104.4%
WSM vs ARWR
+1,024.2%
+80.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.1% | +1.3% |
| 7D | 0.0% | -17.8% | +17.8% | +2.8% |
| 30D | +5.1% | -18.1% | +23.2% | +8.1% |
| 3M | +5.1% | -44.2% | +49.3% | +14.3% |
| 6M | +48.6% | -38.6% | +87.2% | +58.4% |
| YTD | +44.2% | -28.0% | +72.2% | +49.1% |
| 1Y | +38.1% | +16.1% | +22.0% | +31.5% |
| 3Y | +257.2% | +84.0% | +173.2% | +197.0% |
| 5Y | +165.1% | -35.4% | +200.5% | +145.6% |
| All | +1,104.4% | +1,024.2% | +80.1% | +752.3% |
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