+1,372.6%
XEL vs ARWR
-97.0%
+1,469.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.9% | +1.7% | -2.6% | -1.0% |
| 30D | -1.9% | -0.7% | -1.3% | -1.9% |
| 3M | -1.9% | +14.9% | -16.8% | -1.9% |
| 6M | -7.4% | +32.6% | -40.1% | -7.5% |
| YTD | +4.1% | +30.0% | -26.0% | +4.0% |
| 1Y | +8.1% | +208.4% | -200.3% | +8.0% |
| 3Y | +48.4% | +208.8% | -160.4% | +48.3% |
| 5Y | +27.2% | +27.8% | -0.6% | +27.2% |
| 10Y | +146.8% | +1,107.6% | -960.7% | +147.1% |
| All | +1,372.6% | -97.0% | +1,469.6% | +1,388.8% |
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 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