+159.6%
XLB vs ARWR
+1,075.6%
-915.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.8% |
| 7D | -0.2% | +2.9% | -3.1% | -0.5% |
| 30D | -1.7% | -2.9% | +1.2% | -1.5% |
| 3M | +4.4% | +15.2% | -10.9% | +2.8% |
| 6M | +5.0% | +42.3% | -37.3% | +1.4% |
| YTD | +15.5% | +28.2% | -12.7% | +12.2% |
| 1Y | +14.9% | +213.2% | -198.3% | +2.7% |
| 3Y | +34.5% | +184.6% | -150.1% | +16.5% |
| 5Y | +36.5% | +29.2% | +7.3% | +22.4% |
| 10Y | +159.6% | +1,012.5% | -852.9% | +104.9% |
| All | +159.6% | +1,075.6% | -915.9% | +104.9% |
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