+261.2%
ARM vs WEC
+60.5%
+200.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.1% | +5.6% | +7.5% |
| 7D | -5.3% | +0.2% | -5.5% | -5.0% |
| 30D | -30.0% | +12.9% | -43.0% | -22.9% |
| 3M | -34.1% | +9.8% | -43.9% | -28.9% |
| 6M | -12.6% | +6.7% | -19.4% | -7.1% |
| YTD | +70.4% | +14.0% | +56.5% | +89.9% |
| 1Y | +22.3% | +7.3% | +14.9% | +31.2% |
| 3Y | +261.2% | +63.8% | +197.4% | +497.6% |
| All | +261.2% | +60.5% | +200.7% | +497.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling