-51.2%
WU vs ARWR
+25.7%
-76.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.6% |
| 7D | -4.9% | -3.2% | -1.7% | -4.6% |
| 30D | -1.3% | -6.5% | +5.2% | -0.7% |
| 3M | -3.6% | +12.7% | -16.3% | -4.9% |
| 6M | -24.3% | +36.2% | -60.5% | -27.0% |
| YTD | -21.1% | +24.5% | -45.5% | -23.4% |
| 1Y | -10.3% | +198.0% | -208.3% | -21.3% |
| 3Y | -28.4% | +176.4% | -204.7% | -40.1% |
| 5Y | -51.2% | +26.6% | -77.8% | -59.7% |
| All | -51.2% | +25.7% | -76.9% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling