+268.8%
WSM vs ARWR
+81.3%
+187.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | +3.1% | -17.7% | +20.8% | +6.1% |
| 30D | +8.5% | -21.9% | +30.4% | +12.6% |
| 3M | +4.6% | -44.5% | +49.1% | +14.4% |
| 6M | +44.5% | -32.6% | +77.1% | +52.1% |
| YTD | +48.4% | -26.2% | +74.6% | +53.0% |
| 1Y | +36.2% | +23.0% | +13.2% | +27.8% |
| 3Y | +268.8% | +81.8% | +187.0% | +190.8% |
| All | +268.8% | +81.3% | +187.5% | +190.8% |
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