+174.6%
ARM vs WEC
+49.8%
+124.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +3.4% |
| 7D | -15.2% | -0.2% | -15.0% | -15.1% |
| 30D | -40.7% | +12.3% | -53.0% | -35.9% |
| 3M | -39.1% | +8.3% | -47.3% | -35.7% |
| 6M | -26.4% | +3.5% | -29.9% | -23.9% |
| YTD | +59.7% | +12.7% | +47.0% | +73.0% |
| 1Y | +10.3% | +8.2% | +2.2% | +17.4% |
| 3Y | +228.9% | +55.9% | +173.0% | +336.3% |
| All | +174.6% | +49.8% | +124.8% | +270.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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