+356.8%
ACWI vs ARWR
+156.2%
+200.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +0.5% | +1.7% | -1.2% | +0.4% |
| 30D | +0.9% | -0.7% | +1.5% | +0.9% |
| 3M | +2.4% | +14.9% | -12.5% | +1.3% |
| 6M | +12.4% | +32.6% | -20.3% | +10.0% |
| YTD | +15.2% | +30.0% | -14.9% | +12.7% |
| 1Y | +22.7% | +208.4% | -185.6% | +13.3% |
| 3Y | +75.8% | +208.8% | -133.0% | +58.0% |
| 5Y | +67.7% | +27.8% | +39.9% | +55.6% |
| 10Y | +229.0% | +1,107.6% | -878.6% | +158.2% |
| All | +356.8% | +156.2% | +200.6% | +245.2% |
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 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