+329.3%
VWO vs ARWR
+115.8%
+213.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +1.1% | +1.7% | -0.6% | +0.9% |
| 30D | +2.4% | -0.7% | +3.0% | +2.4% |
| 3M | +2.0% | +14.9% | -12.9% | +0.8% |
| 6M | +10.7% | +32.6% | -22.0% | +8.0% |
| YTD | +14.4% | +30.0% | -15.6% | +11.6% |
| 1Y | +22.7% | +208.4% | -185.6% | +11.9% |
| 3Y | +64.2% | +208.8% | -144.6% | +45.2% |
| 5Y | +35.8% | +27.8% | +7.9% | +24.7% |
| 10Y | +114.7% | +1,107.6% | -992.9% | +55.3% |
| All | +329.3% | +115.8% | +213.4% | +184.0% |
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