+296.4%
ARM vs WSM
+236.3%
+60.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.1% | +1.8% | +2.7% |
| 7D | +5.5% | -3.3% | +8.7% | +7.6% |
| 30D | -8.2% | -8.4% | +0.2% | -3.4% |
| 3M | -35.9% | +9.7% | -45.6% | -39.8% |
| 6M | +103.1% | +16.7% | +86.4% | +84.3% |
| YTD | +130.6% | +28.7% | +101.9% | +96.7% |
| 1Y | +86.1% | +13.7% | +72.4% | +69.2% |
| All | +296.4% | +236.3% | +60.1% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling