+70.6%
ACWI vs ARWR
+103.1%
-32.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.8% | +3.0% | -3.2% |
| 7D | -4.0% | -5.0% | +1.0% | -3.6% |
| 30D | -5.8% | -6.6% | +0.8% | -5.3% |
| 3M | -5.0% | -33.9% | +28.9% | -1.7% |
| 6M | +0.7% | -23.3% | +24.0% | +2.5% |
| YTD | +8.4% | -13.5% | +21.9% | +8.7% |
| 1Y | +10.1% | +42.5% | -32.4% | +5.1% |
| All | +70.6% | +103.1% | -32.5% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling