+214.2%
ARM vs WCN
+39.2%
+175.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -1.6% |
| 7D | +19.8% | +1.2% | +18.7% | +20.1% |
| 30D | -21.8% | +26.4% | -48.2% | -18.7% |
| 3M | -26.5% | +17.5% | -44.0% | -24.2% |
| 6M | -3.9% | +28.7% | -32.7% | -1.9% |
| YTD | +82.8% | +11.5% | +71.2% | +91.9% |
| 1Y | +34.3% | +15.9% | +18.4% | +39.3% |
| 3Y | +282.2% | +51.6% | +230.6% | +302.1% |
| All | +214.2% | +39.2% | +175.0% | +251.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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