+1,499.8%
XEL vs ARWR
-98.4%
+1,598.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | +2.4% | -17.8% | +20.3% | +2.4% |
| 30D | +8.3% | -18.1% | +26.4% | +8.3% |
| 3M | +4.2% | -44.2% | +48.3% | +4.2% |
| 6M | +3.7% | -38.6% | +42.4% | +3.7% |
| YTD | +13.1% | -28.0% | +41.1% | +13.1% |
| 1Y | +5.0% | +16.1% | -11.1% | +5.0% |
| 3Y | +55.0% | +84.0% | -29.0% | +54.9% |
| 5Y | +51.8% | -35.4% | +87.2% | +51.7% |
| 10Y | +185.6% | +1,043.1% | -857.5% | +186.0% |
| All | +1,499.8% | -98.4% | +1,598.2% | +1,517.8% |
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