+11.0%
ACWI vs ARWR
+44.4%
-33.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.1% |
| 6M | -1.3% | -26.5% | +25.2% | +0.6% |
| YTD | +8.4% | -12.4% | +20.8% | +8.3% |
| 1Y | +11.0% | +46.9% | -35.8% | +8.1% |
| All | +11.0% | +44.4% | -33.4% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling