+330.1%
ACWI vs ARWR
+70.5%
+259.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.8% | +3.0% | -3.4% |
| 7D | -4.0% | -5.0% | +1.0% | -3.7% |
| 30D | -5.8% | -6.6% | +0.8% | -5.4% |
| 3M | -5.0% | -33.9% | +28.9% | -2.7% |
| 6M | +0.7% | -23.3% | +24.0% | +2.0% |
| YTD | +8.4% | -13.5% | +21.9% | +8.7% |
| 1Y | +10.1% | +42.5% | -32.4% | +6.7% |
| 3Y | +70.8% | +104.1% | -33.4% | +57.5% |
| 5Y | +55.4% | -28.8% | +84.2% | +49.2% |
| 10Y | +223.3% | +911.6% | -688.3% | +157.6% |
| All | +330.1% | +70.5% | +259.6% | +233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling