-31.5%
WY vs ARWR
-36.3%
+4.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -5.1% | -19.9% | +14.9% | -2.6% |
| 30D | +9.0% | -18.7% | +27.8% | +11.6% |
| 3M | -16.7% | -44.7% | +28.0% | -10.8% |
| 6M | -10.3% | -36.5% | +26.3% | -6.1% |
| YTD | -10.5% | -25.7% | +15.1% | -9.0% |
| 1Y | -5.9% | +18.9% | -24.8% | -11.3% |
| 3Y | -24.7% | +83.1% | -107.8% | -38.2% |
| 5Y | -31.5% | -34.9% | +3.3% | -41.0% |
| All | -31.5% | -36.3% | +4.8% | -41.0% |
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 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