+59.5%
ACWI vs ARWR
-40.7%
+100.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.3% | +17.9% | +4.3% |
| 7D | +0.3% | -17.3% | +17.7% | +2.3% |
| 30D | -2.8% | -21.5% | +18.7% | -0.4% |
| 3M | -3.2% | -43.8% | +40.7% | +2.8% |
| 6M | +1.3% | -32.3% | +33.5% | +4.8% |
| YTD | +11.2% | -25.8% | +37.1% | +13.3% |
| 1Y | +13.8% | +25.5% | -11.8% | +8.2% |
| 3Y | +76.2% | +84.1% | -7.9% | +49.6% |
| 5Y | +59.5% | -39.2% | +98.7% | +47.2% |
| All | +59.5% | -40.7% | +100.1% | +47.2% |
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