+73.9%
ACWI vs ARWR
+79.8%
-5.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +2.4% | -17.8% | +20.3% | +4.0% |
| 30D | -1.7% | -18.1% | +16.5% | -0.1% |
| 3M | -3.9% | -44.2% | +40.2% | +0.7% |
| 6M | +0.8% | -38.6% | +39.4% | +4.4% |
| YTD | +11.0% | -28.0% | +39.1% | +12.9% |
| 1Y | +13.1% | +16.1% | -3.1% | +9.7% |
| 3Y | +73.9% | +84.0% | -10.1% | +53.1% |
| All | +73.9% | +79.8% | -5.9% | +53.1% |
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