+470.4%
ARM vs WBD
+166.6%
+303.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +89.1% | +36.0% | +53.1% | +66.0% |
| 7D | +89.1% | +36.0% | +53.1% | +66.0% |
| 30D | +89.1% | +36.0% | +53.1% | +66.0% |
| 3M | +89.1% | +36.0% | +53.1% | +66.0% |
| 6M | +89.1% | +36.0% | +53.1% | +66.0% |
| YTD | +89.1% | +36.0% | +53.1% | +66.0% |
| 1Y | +98.4% | +63.0% | +35.5% | +64.7% |
| All | +470.4% | +166.6% | +303.9% | +289.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling