+196.8%
ECL vs ARWR
+906.2%
-709.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.8% |
| 7D | -0.8% | -2.9% | +2.1% | -0.5% |
| 30D | +8.1% | -5.4% | +13.5% | +8.5% |
| 3M | +6.4% | -32.2% | +38.6% | +9.3% |
| 6M | +14.8% | -26.5% | +41.3% | +16.8% |
| YTD | +15.5% | -12.4% | +27.9% | +15.7% |
| 1Y | +20.1% | +46.9% | -26.8% | +15.1% |
| 3Y | +77.8% | +116.0% | -38.2% | +59.2% |
| 5Y | +37.9% | -28.0% | +65.8% | +30.4% |
| All | +196.8% | +906.2% | -709.5% | +151.9% |
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