+185.4%
ARM vs WAT
+76.5%
+108.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.5% |
| 7D | -10.4% | +3.4% | -13.8% | -11.6% |
| 30D | -31.8% | +9.6% | -41.5% | -34.4% |
| 3M | -32.2% | +15.5% | -47.7% | -36.5% |
| 6M | -14.9% | +33.9% | -48.8% | -25.4% |
| YTD | +66.0% | +25.2% | +40.8% | +47.9% |
| 1Y | +17.2% | +26.3% | -9.1% | +3.8% |
| 3Y | +247.2% | +85.8% | +161.4% | +138.9% |
| All | +185.4% | +76.5% | +108.9% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling