+193.0%
ARM vs WST
+4.7%
+188.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.3% | +3.4% | +6.0% |
| 7D | -5.3% | +1.3% | -6.6% | -5.5% |
| 30D | -30.0% | +12.9% | -42.9% | -31.5% |
| 3M | -34.1% | +16.7% | -50.7% | -35.9% |
| 6M | -12.6% | +26.8% | -39.5% | -16.4% |
| YTD | +70.4% | +50.5% | +19.9% | +57.3% |
| 1Y | +22.3% | +52.9% | -30.6% | +12.5% |
| 3Y | +261.2% | +23.9% | +237.3% | +204.3% |
| All | +193.0% | +4.7% | +188.3% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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