+221.6%
ACWI vs ARWR
+1,055.7%
-834.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.2% | -17.7% | +17.5% | +1.4% |
| 30D | -3.3% | -21.9% | +18.6% | -1.3% |
| 3M | -3.4% | -44.5% | +41.1% | +1.4% |
| 6M | +0.8% | -32.6% | +33.4% | +3.6% |
| YTD | +10.7% | -26.2% | +36.9% | +12.5% |
| 1Y | +11.6% | +23.0% | -11.4% | +7.8% |
| 3Y | +73.4% | +81.8% | -8.4% | +55.0% |
| 5Y | +60.2% | -36.0% | +96.2% | +51.6% |
| 10Y | +221.6% | +1,039.5% | -818.0% | +155.1% |
| All | +221.6% | +1,055.7% | -834.1% | +155.1% |
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 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