+28.0%
WST vs ARWR
-22.7%
+50.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.8% |
| 7D | -3.1% | -2.9% | -0.2% | -3.0% |
| 30D | +9.1% | -5.4% | +14.5% | +9.2% |
| 3M | +14.7% | -32.2% | +46.9% | +14.4% |
| 6M | +28.0% | -26.5% | +54.5% | +28.0% |
| All | +28.0% | -22.7% | +50.7% | +28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling