+252.7%
XLI vs ARWR
+1,078.7%
-826.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.3% |
| 7D | -0.6% | -3.2% | +2.6% | -0.3% |
| 30D | -6.9% | -6.5% | -0.5% | -6.4% |
| 3M | -1.9% | +12.7% | -14.6% | -3.2% |
| 6M | +1.0% | +36.2% | -35.2% | -2.1% |
| YTD | +11.3% | +24.5% | -13.1% | +8.5% |
| 1Y | +15.8% | +198.0% | -182.2% | +4.1% |
| 3Y | +69.8% | +176.4% | -106.5% | +47.7% |
| 5Y | +80.9% | +26.6% | +54.3% | +62.7% |
| All | +252.7% | +1,078.7% | -826.0% | +171.5% |
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