+37.7%
XLC vs ARWR
+28.5%
+9.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.8% | +1.7% | -2.5% | -1.1% |
| 30D | +1.0% | -0.7% | +1.7% | +1.1% |
| 3M | -0.7% | +14.9% | -15.6% | -2.9% |
| 6M | -5.1% | +32.6% | -37.8% | -9.4% |
| YTD | -4.3% | +30.0% | -34.3% | -8.6% |
| 1Y | -0.6% | +208.4% | -208.9% | -16.7% |
| 3Y | +72.7% | +208.8% | -136.1% | +34.1% |
| All | +37.7% | +28.5% | +9.2% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling