+216.7%
ACWI vs ARWR
+906.2%
-689.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.1% |
| 7D | -2.4% | -2.9% | +0.6% | -2.1% |
| 30D | -5.2% | -5.4% | +0.2% | -4.8% |
| 3M | -4.8% | -32.2% | +27.4% | -1.7% |
| 6M | -1.3% | -26.5% | +25.2% | +0.8% |
| YTD | +8.4% | -12.4% | +20.8% | +8.6% |
| 1Y | +11.0% | +46.9% | -35.8% | +5.8% |
| 3Y | +70.6% | +116.0% | -45.4% | +50.8% |
| 5Y | +55.3% | -28.0% | +83.3% | +45.7% |
| All | +216.7% | +906.2% | -689.5% | +150.8% |
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