+214.0%
ARM vs WAT
+73.0%
+141.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.1% | -10.0% | -11.6% |
| 7D | -27.1% | -5.6% | -21.5% | -24.9% |
| 30D | -44.9% | +3.8% | -48.7% | -45.6% |
| 3M | -39.3% | +13.3% | -52.6% | -42.5% |
| 6M | -20.2% | +32.2% | -52.4% | -29.4% |
| YTD | +52.5% | +19.3% | +33.2% | +39.1% |
| 1Y | +4.1% | +21.8% | -17.7% | -6.1% |
| All | +214.0% | +73.0% | +141.0% | +124.4% |
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 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