+19,522.2%
WSM vs ARWR
-98.3%
+19,620.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | +3.1% | -17.7% | +20.8% | +3.2% |
| 30D | +8.5% | -21.9% | +30.4% | +8.7% |
| 3M | +4.6% | -44.5% | +49.1% | +5.0% |
| 6M | +44.5% | -32.6% | +77.1% | +44.9% |
| YTD | +48.4% | -26.2% | +74.6% | +48.7% |
| 1Y | +36.2% | +23.0% | +13.2% | +35.9% |
| 3Y | +268.8% | +81.8% | +187.0% | +266.2% |
| 5Y | +185.2% | -36.0% | +221.3% | +184.4% |
| 10Y | +1,175.8% | +1,039.5% | +136.3% | +1,155.1% |
| All | +19,522.2% | -98.3% | +19,620.5% | +19,845.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling