+214.2%
ARM vs WU
-29.0%
+243.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | +19.8% | -5.3% | +25.1% | +21.2% |
| 30D | -21.8% | +9.0% | -30.8% | -24.3% |
| 3M | -26.5% | -3.6% | -23.0% | -26.4% |
| 6M | -3.9% | -19.4% | +15.5% | +0.1% |
| YTD | +82.8% | -21.7% | +104.5% | +90.9% |
| 1Y | +34.3% | -16.1% | +50.4% | +36.0% |
| 3Y | +282.2% | -24.1% | +306.3% | +278.7% |
| All | +214.2% | -29.0% | +243.1% | +210.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling