+185.4%
ARM vs WSM
+287.9%
-102.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.6% |
| 7D | -10.4% | +3.1% | -13.5% | -12.0% |
| 30D | -31.8% | +8.5% | -40.3% | -35.5% |
| 3M | -32.2% | +4.6% | -36.8% | -34.5% |
| 6M | -14.9% | +44.5% | -59.4% | -32.6% |
| YTD | +66.0% | +48.4% | +17.6% | +29.1% |
| 1Y | +17.2% | +36.2% | -19.0% | -4.5% |
| 3Y | +247.2% | +268.8% | -21.5% | +46.5% |
| All | +185.4% | +287.9% | -102.5% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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