+107.0%
XYL vs ARWR
+1,055.7%
-948.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.4% |
| 7D | +0.6% | -17.7% | +18.3% | +2.4% |
| 30D | -5.7% | -21.9% | +16.2% | -3.6% |
| 3M | -19.8% | -44.5% | +24.7% | -15.3% |
| 6M | -14.2% | -32.6% | +18.4% | -11.6% |
| YTD | -28.1% | -26.2% | -1.9% | -26.9% |
| 1Y | -35.0% | +23.0% | -58.0% | -37.6% |
| 3Y | +2.1% | +81.8% | -79.7% | -10.2% |
| 5Y | -22.1% | -36.0% | +13.9% | -26.8% |
| 10Y | +107.0% | +1,039.5% | -932.6% | +58.7% |
| All | +107.0% | +1,055.7% | -948.7% | +58.7% |
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 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