+176.8%
WSM vs ARWR
+29.4%
+147.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +2.6% | +2.9% | -0.3% | +1.9% |
| 30D | -9.5% | -2.9% | -6.6% | -9.0% |
| 3M | +12.9% | +15.2% | -2.3% | +8.7% |
| 6M | +23.0% | +42.3% | -19.2% | +12.5% |
| YTD | +28.9% | +28.2% | +0.7% | +20.1% |
| 1Y | +13.7% | +213.2% | -199.6% | -14.7% |
| 3Y | +232.6% | +184.6% | +48.0% | +128.6% |
| All | +176.8% | +29.4% | +147.3% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling