+1,470.6%
XEL vs ARWR
-98.3%
+1,569.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +1.7% | -17.7% | +19.4% | +1.7% |
| 30D | +8.6% | -21.9% | +30.5% | +8.6% |
| 3M | +5.1% | -44.5% | +49.6% | +5.1% |
| 6M | +2.5% | -32.6% | +35.1% | +2.5% |
| YTD | +11.0% | -26.2% | +37.2% | +11.0% |
| 1Y | +2.7% | +23.0% | -20.2% | +2.7% |
| 3Y | +49.7% | +81.8% | -32.0% | +49.7% |
| 5Y | +46.1% | -36.0% | +82.2% | +46.1% |
| 10Y | +181.5% | +1,039.5% | -858.0% | +182.0% |
| All | +1,470.6% | -98.3% | +1,569.0% | +1,488.2% |
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