-24.1%
WU vs ARWR
-4.8%
-19.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +1.3% |
| 7D | -2.0% | -17.8% | +15.8% | -1.1% |
| 30D | +11.4% | -18.1% | +29.5% | +12.4% |
| 3M | -6.8% | -44.2% | +37.4% | -4.1% |
| 6M | -14.6% | -38.6% | +24.0% | -12.7% |
| YTD | -20.6% | -28.0% | +7.4% | -19.8% |
| 1Y | -15.4% | +16.1% | -31.5% | -16.8% |
| 3Y | -23.6% | +84.0% | -107.6% | -28.3% |
| 5Y | -43.4% | -35.4% | -8.0% | -45.1% |
| 10Y | -38.8% | +1,043.1% | -1,081.9% | -50.8% |
| All | -24.1% | -4.8% | -19.2% | -35.5% |
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