-17.1%
XYL vs ARWR
+28.5%
-45.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | -5.0% | +1.7% | -6.7% | -5.3% |
| 30D | -13.2% | -0.7% | -12.6% | -13.2% |
| 3M | -3.7% | +14.9% | -18.6% | -6.0% |
| 6M | -17.7% | +32.6% | -50.3% | -21.6% |
| YTD | -21.5% | +30.0% | -51.6% | -25.2% |
| 1Y | -24.5% | +208.4% | -232.9% | -37.2% |
| 3Y | +6.9% | +208.8% | -201.9% | -17.6% |
| All | -17.1% | +28.5% | -45.6% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling