+35.8%
ARM vs WAT
+20.2%
+15.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.4% |
| 7D | +9.1% | +0.6% | +8.5% | +8.8% |
| 30D | -19.9% | +5.4% | -25.4% | -21.3% |
| 3M | -31.6% | +11.3% | -42.9% | -34.5% |
| 6M | -13.9% | +37.4% | -51.3% | -24.3% |
| YTD | +74.3% | +21.2% | +53.1% | +51.8% |
| 1Y | +35.8% | +21.3% | +14.5% | +18.4% |
| All | +35.8% | +20.2% | +15.6% | +18.4% |
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 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