+199.6%
ARM vs WAB
+181.8%
+17.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -3.8% |
| 7D | +9.1% | +5.1% | +4.0% | +4.1% |
| 30D | -19.9% | +4.0% | -24.0% | -22.3% |
| 3M | -31.6% | +0.1% | -31.7% | -31.1% |
| 6M | -13.9% | +12.8% | -26.7% | -23.5% |
| YTD | +74.3% | +40.1% | +34.2% | +26.0% |
| 1Y | +35.8% | +46.4% | -10.6% | -6.4% |
| 3Y | +268.6% | +167.4% | +101.2% | +56.6% |
| All | +199.6% | +181.8% | +17.8% | +29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling