+561.3%
XLP vs ARWR
-26.3%
+587.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.8% | +6.0% | -0.7% |
| 7D | +3.5% | -5.0% | +8.5% | +3.5% |
| 30D | +11.6% | -6.6% | +18.2% | +11.6% |
| 3M | +7.6% | -33.9% | +41.5% | +7.8% |
| 6M | +10.0% | -23.3% | +33.3% | +10.1% |
| YTD | +19.7% | -13.5% | +33.2% | +19.7% |
| 1Y | +23.5% | +42.5% | -19.1% | +23.2% |
| 3Y | +44.0% | +104.1% | -60.2% | +43.1% |
| 5Y | +42.7% | -28.8% | +71.5% | +42.2% |
| 10Y | +131.3% | +911.6% | -780.3% | +127.0% |
| All | +561.3% | -26.3% | +587.6% | +506.7% |
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