-31.5%
XYL vs ARWR
+59.7%
-91.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.6% | +1.4% | +4.7% |
| 7D | +14.5% | +2.4% | +12.1% | +14.3% |
| 30D | -1.3% | -1.1% | -0.2% | -1.3% |
| 3M | -17.0% | -31.2% | +14.2% | -14.8% |
| 6M | -11.3% | -19.3% | +8.0% | -10.5% |
| YTD | -25.0% | -7.1% | -17.8% | -25.9% |
| 1Y | -31.5% | +62.9% | -94.4% | -34.6% |
| All | -31.5% | +59.7% | -91.3% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling