+8,691.4%
WST vs ARWR
-97.0%
+8,788.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +0.7% | +1.7% | -0.9% | +0.7% |
| 30D | -3.1% | -0.7% | -2.5% | -3.1% |
| 3M | +7.2% | +14.9% | -7.7% | +7.1% |
| 6M | +36.8% | +32.6% | +4.2% | +36.6% |
| YTD | +23.8% | +30.0% | -6.2% | +23.6% |
| 1Y | +37.8% | +208.4% | -170.6% | +36.9% |
| 3Y | -15.9% | +208.8% | -224.7% | -16.6% |
| 5Y | -25.8% | +27.8% | -53.6% | -26.2% |
| 10Y | +319.6% | +1,107.6% | -788.0% | +313.3% |
| All | +8,691.4% | -97.0% | +8,788.5% | +9,491.0% |
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 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