+140.6%
EXE vs ARWR
-35.4%
+176.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | -6.6% | -2.9% | -3.7% | -6.4% |
| 30D | -4.0% | -5.4% | +1.4% | -3.7% |
| 3M | -7.5% | -32.2% | +24.8% | -4.7% |
| 6M | -11.7% | -26.5% | +14.8% | -9.9% |
| YTD | -22.0% | -12.4% | -9.6% | -21.9% |
| 1Y | -21.8% | +46.9% | -68.7% | -25.5% |
| 3Y | +8.0% | +116.0% | -107.9% | -5.2% |
| 5Y | +62.3% | -28.0% | +90.2% | +56.8% |
| All | +140.6% | -35.4% | +176.0% | +130.5% |
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