+214.2%
ARM vs WAT
+71.5%
+142.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -0.9% |
| 7D | +19.8% | +2.0% | +17.8% | +18.7% |
| 30D | -21.8% | +7.7% | -29.5% | -24.1% |
| 3M | -26.5% | +11.1% | -37.6% | -29.9% |
| 6M | -3.9% | +31.2% | -35.1% | -15.0% |
| YTD | +82.8% | +21.7% | +61.1% | +65.0% |
| 1Y | +34.3% | +19.3% | +15.0% | +22.1% |
| 3Y | +282.2% | +80.6% | +201.6% | +166.4% |
| All | +214.2% | +71.5% | +142.6% | +130.4% |
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