+130.4%
EXPE vs ARWR
+1,009.4%
-879.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.1% |
| 7D | -4.2% | -17.9% | +13.7% | -1.8% |
| 30D | -4.5% | -18.9% | +14.4% | -1.8% |
| 3M | -19.7% | -46.0% | +26.3% | -13.0% |
| 6M | +18.3% | -40.3% | +58.6% | +25.7% |
| YTD | -7.3% | -29.0% | +21.7% | -4.3% |
| 1Y | -3.9% | +13.8% | -17.7% | -7.7% |
| 3Y | +123.0% | +74.9% | +48.1% | +88.9% |
| 5Y | +47.9% | -36.2% | +84.2% | +37.6% |
| All | +130.4% | +1,009.4% | -879.0% | +65.1% |
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