+134.0%
XLC vs ARWR
+264.3%
-130.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +6.2% | -17.7% | +23.9% | +8.5% |
| 30D | -2.4% | -21.9% | +19.5% | +0.3% |
| 3M | -3.3% | -44.5% | +41.2% | +3.3% |
| 6M | -7.3% | -32.6% | +25.3% | -3.9% |
| YTD | -7.6% | -26.2% | +18.6% | -5.9% |
| 1Y | -3.7% | +23.0% | -26.7% | -9.0% |
| 3Y | +62.9% | +81.8% | -18.8% | +37.2% |
| 5Y | +41.6% | -36.0% | +77.7% | +31.3% |
| All | +134.0% | +264.3% | -130.3% | +60.3% |
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