+228.9%
ARM vs WCN
+45.2%
+183.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +4.4% |
| 7D | -15.2% | +2.9% | -18.1% | -14.6% |
| 30D | -40.7% | +22.1% | -62.8% | -38.5% |
| 3M | -39.1% | +13.2% | -52.3% | -37.4% |
| 6M | -26.4% | +23.7% | -50.1% | -24.8% |
| YTD | +59.7% | +8.7% | +51.0% | +67.7% |
| 1Y | +10.3% | +15.3% | -5.0% | +13.5% |
| 3Y | +228.9% | +46.0% | +182.8% | +259.6% |
| All | +228.9% | +45.2% | +183.7% | +259.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling