+315.5%
ARM vs WTW
+59.7%
+255.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | -0.1% |
| 7D | +12.5% | -7.1% | +19.6% | +10.0% |
| 30D | -1.4% | -8.5% | +7.2% | -3.9% |
| 3M | -18.7% | +20.6% | -39.2% | -13.4% |
| 6M | +124.6% | +7.2% | +117.4% | +135.4% |
| YTD | +141.7% | -3.9% | +145.6% | +149.8% |
| 1Y | +87.7% | -3.6% | +91.3% | +94.4% |
| All | +315.5% | +59.7% | +255.8% | +354.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling