+232.6%
WSM vs ARWR
+181.4%
+51.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | +2.6% | +2.9% | -0.3% | +2.1% |
| 30D | -9.5% | -2.9% | -6.6% | -9.1% |
| 3M | +12.9% | +15.2% | -2.3% | +9.8% |
| 6M | +23.0% | +42.3% | -19.2% | +15.1% |
| YTD | +28.9% | +28.2% | +0.7% | +22.3% |
| 1Y | +13.7% | +213.2% | -199.6% | -8.1% |
| 3Y | +232.6% | +184.6% | +48.0% | +141.5% |
| All | +232.6% | +181.4% | +51.3% | +141.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling