+294.7%
VWO vs ARWR
+19.4%
+275.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +2.0% | -17.8% | +19.8% | +3.3% |
| 30D | -4.3% | -18.1% | +13.9% | -3.0% |
| 3M | -6.4% | -44.2% | +37.8% | -2.7% |
| 6M | -5.6% | -38.6% | +33.0% | -2.8% |
| YTD | +5.2% | -28.0% | +33.2% | +6.8% |
| 1Y | +5.2% | +16.1% | -11.0% | +2.8% |
| 3Y | +55.5% | +84.0% | -28.5% | +42.5% |
| 5Y | +25.6% | -35.4% | +61.0% | +20.9% |
| 10Y | +110.8% | +1,043.1% | -932.3% | +54.0% |
| All | +294.7% | +19.4% | +275.2% | +171.6% |
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 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