+35.8%
ARM vs WTW
+6.3%
+29.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.0% | -6.6% | -3.5% |
| 7D | +9.1% | +2.0% | +7.1% | +10.5% |
| 30D | -19.9% | +12.9% | -32.8% | -13.9% |
| 3M | -31.6% | +0.7% | -32.4% | -30.3% |
| 6M | -13.9% | +39.5% | -53.3% | +3.0% |
| YTD | +74.3% | +3.1% | +71.2% | +92.5% |
| 1Y | +35.8% | +4.8% | +31.0% | +51.6% |
| All | +35.8% | +6.3% | +29.5% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling