+46.1%
XEL vs ARWR
-39.6%
+85.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.7% | -17.7% | +19.4% | +2.3% |
| 30D | +8.6% | -21.9% | +30.5% | +9.4% |
| 3M | +5.1% | -44.5% | +49.6% | +7.1% |
| 6M | +2.5% | -32.6% | +35.1% | +3.6% |
| YTD | +11.0% | -26.2% | +37.2% | +11.7% |
| 1Y | +2.7% | +23.0% | -20.2% | +1.2% |
| 3Y | +49.7% | +81.8% | -32.0% | +42.1% |
| 5Y | +46.1% | -36.0% | +82.2% | +35.8% |
| All | +46.1% | -39.6% | +85.7% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling