-39.3%
ARM vs WST
+12.4%
-51.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.0% | -9.1% | -11.3% |
| 7D | -27.1% | -5.8% | -21.3% | -25.6% |
| 30D | -44.9% | +5.3% | -50.2% | -42.8% |
| 3M | -39.3% | +11.8% | -51.1% | -33.3% |
| All | -39.3% | +12.4% | -51.7% | -33.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling