+19.3%
ARM vs WU
-18.0%
+37.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.4% | -10.7% | -5.7% |
| 7D | -18.7% | +8.2% | -26.9% | -19.3% |
| 30D | -36.7% | +8.0% | -44.7% | -37.2% |
| 3M | -31.6% | -6.6% | -25.0% | -30.9% |
| 6M | -5.6% | -23.3% | +17.6% | -7.7% |
| YTD | +75.5% | -22.4% | +97.9% | +72.3% |
| 1Y | +19.3% | -18.0% | +37.3% | +16.4% |
| All | +19.3% | -18.0% | +37.3% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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