+219.8%
ARM vs WAB
+187.7%
+32.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.2% | +11.8% | +11.8% |
| 7D | +6.0% | +3.1% | +2.9% | +3.4% |
| 30D | -20.3% | +6.4% | -26.8% | -24.4% |
| 3M | -24.4% | +2.2% | -26.5% | -25.4% |
| 6M | -4.4% | +13.7% | -18.1% | -15.8% |
| YTD | +86.0% | +43.0% | +43.0% | +31.8% |
| 1Y | +35.8% | +47.0% | -11.2% | -6.6% |
| 3Y | +289.1% | +174.4% | +114.7% | +61.5% |
| All | +219.8% | +187.7% | +32.1% | +35.9% |
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