+833.6%
XLB vs ARWR
-36.9%
+870.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -15.3% | +17.2% | +2.0% |
| 7D | -1.4% | -17.3% | +16.0% | -1.2% |
| 30D | +7.1% | -21.5% | +28.6% | +7.3% |
| 3M | +0.6% | -43.8% | +44.4% | +1.0% |
| 6M | +3.5% | -32.3% | +35.7% | +3.7% |
| YTD | +18.2% | -25.8% | +44.1% | +18.4% |
| 1Y | +25.6% | +25.5% | +0.1% | +25.3% |
| 3Y | +46.7% | +84.1% | -37.5% | +45.4% |
| 5Y | +30.9% | -39.2% | +70.1% | +30.4% |
| 10Y | +167.7% | +1,072.4% | -904.6% | +162.0% |
| All | +833.6% | -36.9% | +870.5% | +777.0% |
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