+115.9%
ARM vs WBD
+39.9%
+76.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +45.7% | +13.8% | +31.9% | +25.0% |
| 7D | +45.7% | +13.8% | +31.9% | +25.0% |
| 30D | +45.7% | +13.8% | +31.9% | +25.0% |
| 3M | +45.7% | +13.8% | +31.9% | +25.0% |
| 6M | +103.1% | +13.3% | +89.9% | +74.4% |
| YTD | +177.1% | +7.4% | +169.7% | +138.7% |
| All | +115.9% | +39.9% | +76.0% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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 · Available span rolling