+174.6%
ARM vs WSM
+276.8%
-102.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.8% |
| 7D | -15.2% | +0.5% | -15.8% | -15.7% |
| 30D | -40.7% | +6.0% | -46.7% | -43.1% |
| 3M | -39.1% | +3.2% | -42.3% | -40.8% |
| 6M | -26.4% | +37.1% | -63.5% | -39.8% |
| YTD | +59.7% | +44.2% | +15.6% | +26.3% |
| 1Y | +10.3% | +34.2% | -23.9% | -9.5% |
| 3Y | +228.9% | +249.3% | -20.4% | +42.6% |
| All | +174.6% | +276.8% | -102.2% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling