+193.0%
ARM vs WAT
+76.9%
+116.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.2% | +2.5% | +4.7% |
| 7D | -5.3% | +6.0% | -11.4% | -7.7% |
| 30D | -30.0% | +9.9% | -39.9% | -32.7% |
| 3M | -34.1% | +17.2% | -51.2% | -38.6% |
| 6M | -12.6% | +34.2% | -46.9% | -23.6% |
| YTD | +70.4% | +25.5% | +44.9% | +51.7% |
| 1Y | +22.3% | +28.3% | -6.0% | +7.5% |
| 3Y | +261.2% | +88.4% | +172.8% | +146.3% |
| All | +193.0% | +76.9% | +116.0% | +111.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling