-21.9%
WU vs ARWR
+72.0%
-93.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -0.8% | +1.7% | -2.5% | -0.9% |
| 30D | -1.1% | -0.7% | -0.4% | -1.1% |
| 3M | -3.9% | +14.9% | -18.7% | -4.7% |
| 6M | -20.7% | +32.6% | -53.3% | -22.1% |
| YTD | -18.4% | +30.0% | -48.4% | -19.8% |
| 1Y | -8.1% | +208.4% | -216.4% | -14.0% |
| 3Y | -24.2% | +208.8% | -233.0% | -30.6% |
| 5Y | -50.4% | +27.8% | -78.3% | -53.5% |
| 10Y | -40.0% | +1,107.6% | -1,147.6% | -52.2% |
| All | -21.9% | +72.0% | -93.9% | -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