+296.4%
ARM vs WST
-13.8%
+310.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.1% |
| 7D | +5.5% | +0.7% | +4.7% | +5.3% |
| 30D | -8.2% | -3.1% | -5.0% | -7.7% |
| 3M | -35.9% | +7.2% | -43.1% | -36.8% |
| 6M | +103.1% | +36.8% | +66.3% | +91.7% |
| YTD | +130.6% | +23.8% | +106.8% | +120.5% |
| 1Y | +86.1% | +37.8% | +48.3% | +74.7% |
| All | +296.4% | -13.8% | +310.3% | +326.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling