+393.1%
XYL vs ARWR
+1,391.3%
-998.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.3% |
| 7D | +5.9% | -2.9% | +8.8% | +6.1% |
| 30D | -3.9% | -5.4% | +1.5% | -3.5% |
| 3M | -18.7% | -32.2% | +13.6% | -16.2% |
| 6M | -16.9% | -26.5% | +9.6% | -15.3% |
| YTD | -27.4% | -12.4% | -15.0% | -27.3% |
| 1Y | -34.0% | +46.9% | -80.9% | -37.0% |
| 3Y | +5.6% | +116.0% | -110.4% | -5.7% |
| 5Y | -20.6% | -28.0% | +7.4% | -24.9% |
| 10Y | +133.4% | +923.9% | -790.6% | +78.4% |
| All | +393.1% | +1,391.3% | -998.1% | +268.6% |
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 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