+59.5%
ACWI vs ARWR
-38.4%
+97.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.1% |
| 7D | +2.7% | -17.9% | +20.6% | +4.7% |
| 30D | -2.6% | -18.9% | +16.3% | -0.5% |
| 3M | -3.2% | -46.0% | +42.8% | +3.2% |
| 6M | +1.9% | -40.3% | +42.2% | +6.9% |
| YTD | +11.3% | -29.0% | +40.3% | +13.9% |
| 1Y | +11.7% | +13.8% | -2.2% | +7.4% |
| 3Y | +74.4% | +74.9% | -0.5% | +48.9% |
| 5Y | +59.5% | -36.2% | +95.7% | +46.6% |
| All | +59.5% | -38.4% | +97.8% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling