+174.6%
ARM vs WAB
+168.2%
+6.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.9% | +3.0% |
| 7D | -15.2% | +1.4% | -16.6% | -16.0% |
| 30D | -40.7% | +0.4% | -41.1% | -40.5% |
| 3M | -39.1% | -3.8% | -35.2% | -36.3% |
| 6M | -26.4% | +5.1% | -31.5% | -29.9% |
| YTD | +59.7% | +33.3% | +26.4% | +21.1% |
| 1Y | +10.3% | +39.8% | -29.5% | -20.5% |
| 3Y | +228.9% | +161.1% | +67.8% | +44.5% |
| All | +174.6% | +168.2% | +6.4% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling