+152.9%
XYL vs ARWR
+1,011.1%
-858.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.1% |
| 7D | +1.8% | +2.9% | -1.1% | +1.5% |
| 30D | -9.2% | -2.9% | -6.3% | -9.0% |
| 3M | -0.3% | +15.2% | -15.5% | -2.0% |
| 6M | -11.0% | +42.3% | -53.2% | -14.6% |
| YTD | -19.2% | +28.2% | -47.4% | -21.8% |
| 1Y | -21.2% | +213.2% | -234.5% | -30.7% |
| 3Y | +18.6% | +184.6% | -166.0% | +0.7% |
| 5Y | -14.3% | +29.2% | -43.6% | -24.2% |
| All | +152.9% | +1,011.1% | -858.2% | +88.6% |
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 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