+261.2%
ARM vs WTW
+44.8%
+216.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +6.5% |
| 7D | -5.3% | +0.5% | -5.8% | -5.1% |
| 30D | -30.0% | +10.4% | -40.4% | -27.1% |
| 3M | -34.1% | -4.8% | -29.2% | -34.5% |
| 6M | -12.6% | +28.5% | -41.1% | -3.4% |
| YTD | +70.4% | +0.5% | +69.9% | +80.7% |
| 1Y | +22.3% | +1.6% | +20.6% | +30.1% |
| 3Y | +261.2% | +42.5% | +218.6% | +367.4% |
| All | +261.2% | +44.8% | +216.4% | +367.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling