+19.3%
ARM vs WAT
+32.9%
-13.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -7.0% | -6.0% |
| 7D | -18.7% | -1.9% | -16.7% | -17.9% |
| 30D | -36.7% | +6.2% | -42.9% | -38.1% |
| 3M | -31.6% | +18.1% | -49.7% | -36.5% |
| 6M | -5.6% | +54.9% | -60.5% | -21.0% |
| YTD | +75.5% | +23.1% | +52.4% | +51.2% |
| 1Y | +19.3% | +27.3% | -8.0% | +3.3% |
| All | +19.3% | +32.9% | -13.6% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling