+311.3%
ARM vs WTW
+65.6%
+245.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.8% | +6.6% | +2.9% |
| 7D | +11.4% | -2.7% | +14.1% | +10.5% |
| 30D | -7.4% | -5.6% | -1.8% | -9.0% |
| 3M | -24.5% | +26.5% | -51.0% | -18.5% |
| 6M | +128.7% | +8.1% | +120.5% | +141.4% |
| YTD | +139.3% | -0.3% | +139.6% | +150.0% |
| 1Y | +88.0% | -0.9% | +88.8% | +96.8% |
| All | +311.3% | +65.6% | +245.7% | +355.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling