+174.6%
ARM vs WCC
+93.4%
+81.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.6% | +3.1% |
| 7D | -15.2% | -14.7% | -0.5% | -4.3% |
| 30D | -40.7% | -20.1% | -20.6% | -29.6% |
| 3M | -39.1% | -21.2% | -17.9% | -26.7% |
| 6M | -26.4% | -19.2% | -7.3% | -12.3% |
| YTD | +59.7% | +20.2% | +39.5% | +42.8% |
| 1Y | +10.3% | +14.5% | -4.1% | +1.7% |
| 3Y | +228.9% | +115.1% | +113.7% | +82.0% |
| All | +174.6% | +93.4% | +81.2% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling