+199.6%
ARM vs WCC
+112.7%
+87.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -3.0% | -3.4% |
| 7D | +9.1% | +9.9% | -0.8% | +1.8% |
| 30D | -19.9% | -8.4% | -11.5% | -14.1% |
| 3M | -31.6% | -10.3% | -21.3% | -25.0% |
| 6M | -13.9% | -10.5% | -3.4% | -4.8% |
| YTD | +74.3% | +32.2% | +42.1% | +45.3% |
| 1Y | +35.8% | +25.5% | +10.3% | +17.0% |
| 3Y | +268.6% | +134.7% | +133.9% | +91.3% |
| All | +199.6% | +112.7% | +87.0% | +67.6% |
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