+228.9%
ARM vs WST
+19.1%
+209.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.9% | +4.4% |
| 7D | -15.2% | -3.1% | -12.1% | -14.7% |
| 30D | -40.7% | +9.1% | -49.8% | -41.4% |
| 3M | -39.1% | +14.7% | -53.8% | -40.4% |
| 6M | -26.4% | +28.0% | -54.4% | -29.4% |
| YTD | +59.7% | +45.6% | +14.1% | +49.3% |
| 1Y | +10.3% | +45.7% | -35.3% | +3.1% |
| 3Y | +228.9% | +21.1% | +207.8% | +179.1% |
| All | +228.9% | +19.1% | +209.8% | +179.1% |
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