+451.8%
WST vs ARWR
+1,009.4%
-557.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.1% |
| 7D | +4.9% | -17.9% | +22.8% | +6.7% |
| 30D | +10.7% | -18.9% | +29.6% | +12.7% |
| 3M | +16.8% | -46.0% | +62.8% | +23.5% |
| 6M | +32.0% | -40.3% | +72.3% | +37.6% |
| YTD | +49.9% | -29.0% | +78.9% | +52.9% |
| 1Y | +50.6% | +13.8% | +36.8% | +45.6% |
| 3Y | +21.4% | +74.9% | -53.5% | +7.3% |
| 5Y | -0.6% | -36.2% | +35.7% | -6.8% |
| All | +451.8% | +1,009.4% | -557.6% | +318.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling