+193.0%
ARM vs W
+61.6%
+131.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.6% | +2.1% | +5.0% |
| 7D | -5.3% | +3.3% | -8.6% | -6.7% |
| 30D | -30.0% | +10.5% | -40.6% | -32.7% |
| 3M | -34.1% | +9.6% | -43.7% | -36.8% |
| 6M | -12.6% | +76.4% | -89.0% | -31.0% |
| YTD | +70.4% | +16.4% | +54.0% | +52.7% |
| 1Y | +22.3% | +9.3% | +12.9% | +11.0% |
| 3Y | +261.2% | +172.8% | +88.4% | +94.4% |
| All | +193.0% | +61.6% | +131.4% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling