+226.7%
ACWI vs ARWR
+1,117.8%
-891.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +0.5% | +1.7% | -1.2% | +0.3% |
| 30D | +0.9% | -0.7% | +1.5% | +0.9% |
| 3M | +2.4% | +14.9% | -12.5% | +0.9% |
| 6M | +12.4% | +32.6% | -20.3% | +9.0% |
| YTD | +15.2% | +30.0% | -14.9% | +11.7% |
| 1Y | +22.7% | +208.4% | -185.6% | +9.5% |
| 3Y | +75.8% | +208.8% | -133.0% | +50.6% |
| 5Y | +67.7% | +27.8% | +39.9% | +50.2% |
| All | +226.7% | +1,117.8% | -891.0% | +153.4% |
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