+508.9%
XLP vs ARWR
+10.7%
+498.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.0% | +1.7% | -2.7% | -1.0% |
| 30D | -0.9% | -0.7% | -0.2% | -0.9% |
| 3M | +3.8% | +14.9% | -11.1% | +3.7% |
| 6M | -1.7% | +32.6% | -34.4% | -1.9% |
| YTD | +10.3% | +30.0% | -19.8% | +10.1% |
| 1Y | +7.8% | +208.4% | -200.6% | +7.1% |
| 3Y | +27.2% | +208.8% | -181.6% | +26.2% |
| 5Y | +32.5% | +27.8% | +4.7% | +31.7% |
| 10Y | +101.8% | +1,107.6% | -1,005.8% | +97.8% |
| All | +508.9% | +10.7% | +498.3% | +457.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling