+86.1%
ARM vs WAT
+41.4%
+44.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.3% |
| 7D | +5.5% | -1.3% | +6.7% | +6.0% |
| 30D | -8.2% | +2.3% | -10.5% | -9.1% |
| 3M | -35.9% | +8.7% | -44.7% | -38.0% |
| 6M | +103.1% | +28.3% | +74.8% | +83.4% |
| YTD | +130.6% | +7.8% | +122.8% | +115.1% |
| 1Y | +86.1% | +36.6% | +49.5% | +61.2% |
| All | +86.1% | +41.4% | +44.6% | +61.2% |
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