+296.4%
ARM vs WCC
+131.9%
+164.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.9% | 0.0% | +1.1% |
| 7D | +5.5% | +4.5% | +1.0% | +2.2% |
| 30D | -8.2% | -5.8% | -2.4% | -4.3% |
| 3M | -35.9% | -3.7% | -32.3% | -33.9% |
| 6M | +103.1% | +23.1% | +80.1% | +76.7% |
| YTD | +130.6% | +44.2% | +86.5% | +78.0% |
| 1Y | +86.1% | +62.1% | +24.0% | +30.3% |
| All | +296.4% | +131.9% | +164.5% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling