+296.4%
ARM vs WAT
+51.9%
+244.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.4% |
| 7D | +5.5% | -1.3% | +6.7% | +6.1% |
| 30D | -8.2% | +2.3% | -10.5% | -9.3% |
| 3M | -35.9% | +8.7% | -44.7% | -38.3% |
| 6M | +103.1% | +28.3% | +74.8% | +80.7% |
| YTD | +130.6% | +7.8% | +122.8% | +119.6% |
| 1Y | +86.1% | +36.6% | +49.5% | +57.4% |
| All | +296.4% | +51.9% | +244.5% | +206.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling