+10.3%
ARM vs WAT
+23.8%
-13.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.2% |
| 7D | -15.2% | -1.1% | -14.1% | -14.6% |
| 30D | -40.7% | +5.0% | -45.6% | -41.5% |
| 3M | -39.1% | +14.5% | -53.6% | -42.4% |
| 6M | -26.4% | +30.9% | -57.3% | -34.4% |
| YTD | +59.7% | +20.5% | +39.3% | +39.4% |
| 1Y | +10.3% | +23.3% | -12.9% | -3.0% |
| All | +10.3% | +23.8% | -13.4% | -3.0% |
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