+35.8%
XLC vs ARWR
-28.9%
+64.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | +4.9% | -2.9% | +7.8% | +5.2% |
| 30D | -5.8% | -5.4% | -0.4% | -5.3% |
| 3M | -5.4% | -32.2% | +26.8% | -1.2% |
| 6M | -10.2% | -26.5% | +16.3% | -7.7% |
| YTD | -10.2% | -12.4% | +2.2% | -10.3% |
| 1Y | -5.6% | +46.9% | -52.5% | -12.9% |
| 3Y | +61.0% | +116.0% | -55.0% | +30.0% |
| All | +35.8% | -28.9% | +64.8% | +20.9% |
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 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