+311.3%
ARM vs WAB
+169.0%
+142.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.2% | +3.2% |
| 7D | +11.4% | +1.7% | +9.7% | +9.7% |
| 30D | -7.4% | -2.4% | -5.0% | -5.3% |
| 3M | -24.5% | +9.7% | -34.2% | -31.5% |
| 6M | +128.7% | +16.5% | +112.1% | +95.8% |
| YTD | +139.3% | +33.7% | +105.5% | +79.3% |
| 1Y | +88.0% | +49.7% | +38.3% | +24.8% |
| All | +311.3% | +169.0% | +142.3% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WAB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling