+64.7%
XLC vs ARWR
+79.8%
-15.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +1.0% |
| 7D | +3.7% | -17.8% | +21.6% | +5.0% |
| 30D | -1.9% | -18.1% | +16.2% | -0.7% |
| 3M | -3.1% | -44.2% | +41.1% | +0.7% |
| 6M | -6.4% | -38.6% | +32.3% | -3.7% |
| YTD | -6.8% | -28.0% | +21.2% | -5.7% |
| 1Y | -1.7% | +16.1% | -17.8% | -5.0% |
| 3Y | +64.7% | +84.0% | -19.3% | +44.2% |
| All | +64.7% | +79.8% | -15.1% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling