+16,910.2%
WSM vs ARWR
-97.0%
+17,007.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -3.3% | +1.7% | -4.9% | -3.3% |
| 30D | -8.4% | -0.7% | -7.7% | -8.4% |
| 3M | +9.7% | +14.9% | -5.2% | +9.5% |
| 6M | +16.7% | +32.6% | -15.9% | +16.4% |
| YTD | +28.7% | +30.0% | -1.4% | +28.4% |
| 1Y | +13.7% | +208.4% | -194.7% | +12.7% |
| 3Y | +230.1% | +208.8% | +21.3% | +226.6% |
| 5Y | +179.0% | +27.8% | +151.1% | +177.0% |
| 10Y | +1,002.5% | +1,107.6% | -105.0% | +981.7% |
| All | +16,910.2% | -97.0% | +17,007.2% | +17,126.6% |
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 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