+214.0%
ARM vs WST
+16.9%
+197.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.0% | -9.1% | -12.4% |
| 7D | -27.1% | -5.8% | -21.3% | -26.3% |
| 30D | -44.9% | +5.3% | -50.2% | -45.3% |
| 3M | -39.3% | +11.8% | -51.1% | -40.4% |
| 6M | -20.2% | +26.7% | -46.9% | -23.3% |
| YTD | +52.5% | +43.0% | +9.5% | +43.0% |
| 1Y | +4.1% | +38.9% | -34.8% | -2.1% |
| All | +214.0% | +16.9% | +197.1% | +167.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling