+1,030.8%
WSM vs ARWR
+1,080.6%
-49.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | +0.4% | -4.3% | +4.8% | +1.1% |
| 30D | -10.7% | -7.3% | -3.5% | -9.7% |
| 3M | +8.5% | +17.0% | -8.5% | +5.4% |
| 6M | +19.6% | +39.8% | -20.2% | +12.7% |
| YTD | +26.6% | +24.7% | +1.9% | +21.1% |
| 1Y | +12.0% | +186.5% | -174.5% | -6.5% |
| 3Y | +226.6% | +176.8% | +49.9% | +157.6% |
| 5Y | +174.1% | +29.3% | +144.8% | +131.4% |
| All | +1,030.8% | +1,080.6% | -49.8% | +670.1% |
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 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