-40.7%
WU vs ARWR
+1,080.6%
-1,121.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -5.0% | -4.3% | -0.7% | -4.7% |
| 30D | -2.3% | -7.3% | +5.0% | -1.8% |
| 3M | -3.2% | +17.0% | -20.2% | -4.4% |
| 6M | -25.0% | +39.8% | -64.8% | -26.9% |
| YTD | -21.7% | +24.7% | -46.3% | -23.2% |
| 1Y | -9.0% | +186.5% | -195.4% | -16.0% |
| 3Y | -28.9% | +176.8% | -205.7% | -36.2% |
| 5Y | -51.0% | +29.3% | -80.4% | -55.2% |
| All | -40.7% | +1,080.6% | -1,121.3% | -51.8% |
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