+10.3%
ARM vs WST
+42.2%
-31.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.9% | +4.0% |
| 7D | -15.2% | -3.1% | -12.1% | -14.0% |
| 30D | -40.7% | +9.1% | -49.8% | -42.2% |
| 3M | -39.1% | +14.7% | -53.8% | -41.8% |
| 6M | -26.4% | +28.0% | -54.4% | -33.0% |
| YTD | +59.7% | +45.6% | +14.1% | +28.9% |
| 1Y | +10.3% | +45.7% | -35.3% | -10.7% |
| All | +10.3% | +42.2% | -31.9% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling