-20.2%
ARM vs WAB
+5.8%
-26.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -5.6% | -7.5% | -8.3% |
| 7D | -27.1% | -2.5% | -24.6% | -24.9% |
| 30D | -44.9% | -4.4% | -40.5% | -42.4% |
| 3M | -39.3% | -5.9% | -33.4% | -36.1% |
| 6M | -20.2% | +5.9% | -26.1% | -19.9% |
| All | -20.2% | +5.8% | -26.0% | -19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling