+196.5%
ECL vs ARWR
+1,021.8%
-825.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -2.3% | -19.9% | +17.7% | -0.7% |
| 30D | +8.3% | -18.7% | +27.0% | +9.9% |
| 3M | +8.4% | -44.7% | +53.1% | +13.2% |
| 6M | +23.3% | -36.5% | +59.8% | +26.9% |
| YTD | +18.2% | -25.7% | +43.9% | +19.8% |
| 1Y | +18.8% | +18.9% | -0.2% | +15.4% |
| 3Y | +78.5% | +83.1% | -4.6% | +61.2% |
| 5Y | +40.1% | -34.9% | +74.9% | +33.3% |
| 10Y | +196.5% | +1,080.9% | -884.4% | +152.4% |
| All | +196.5% | +1,021.8% | -825.3% | +152.4% |
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