+20.3%
ARM vs WAT
+27.0%
-6.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.2% | +2.5% | +4.6% |
| 7D | -5.3% | +6.0% | -11.4% | -7.8% |
| 30D | -30.0% | +9.9% | -39.9% | -32.6% |
| 3M | -34.1% | +17.2% | -51.2% | -38.4% |
| 6M | -12.6% | +34.2% | -46.9% | -23.2% |
| YTD | +70.4% | +25.5% | +44.9% | +45.8% |
| All | +20.3% | +27.0% | -6.7% | +3.9% |
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