+135.4%
XLP vs ARWR
+1,055.7%
-920.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | +2.3% | -17.7% | +20.0% | +3.0% |
| 30D | +9.1% | -21.9% | +31.0% | +10.0% |
| 3M | +7.9% | -44.5% | +52.4% | +10.0% |
| 6M | +9.6% | -32.6% | +42.2% | +10.8% |
| YTD | +19.4% | -26.2% | +45.6% | +20.1% |
| 1Y | +22.4% | +23.0% | -0.6% | +20.4% |
| 3Y | +43.2% | +81.8% | -38.6% | +36.2% |
| 5Y | +42.6% | -36.0% | +78.6% | +38.8% |
| 10Y | +135.4% | +1,039.5% | -904.1% | +109.2% |
| All | +135.4% | +1,055.7% | -920.2% | +109.2% |
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 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