+25.8%
VWO vs ARWR
-34.9%
+60.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +2.0% | -17.8% | +19.8% | +3.7% |
| 30D | -4.3% | -18.1% | +13.9% | -2.6% |
| 3M | -6.4% | -44.2% | +37.8% | -1.4% |
| 6M | -5.6% | -38.6% | +33.0% | -1.9% |
| YTD | +5.2% | -28.0% | +33.2% | +7.2% |
| 1Y | +5.2% | +16.1% | -11.0% | +1.7% |
| 3Y | +55.5% | +84.0% | -28.5% | +35.8% |
| All | +25.8% | -34.9% | +60.7% | +15.6% |
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