+193.5%
ECL vs ARWR
+1,055.7%
-862.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +0.4% | -17.7% | +18.1% | +1.8% |
| 30D | +8.6% | -21.9% | +30.5% | +10.5% |
| 3M | +7.9% | -44.5% | +52.4% | +12.6% |
| 6M | +21.0% | -32.6% | +53.6% | +23.9% |
| YTD | +17.5% | -26.2% | +43.7% | +19.1% |
| 1Y | +19.7% | +23.0% | -3.3% | +16.0% |
| 3Y | +77.4% | +81.8% | -4.3% | +60.3% |
| 5Y | +38.7% | -36.0% | +74.7% | +32.1% |
| 10Y | +193.5% | +1,039.5% | -846.0% | +149.9% |
| All | +193.5% | +1,055.7% | -862.2% | +149.9% |
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