+268.6%
ARM vs WU
-23.0%
+291.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -4.9% |
| 7D | +9.1% | -2.0% | +11.1% | +9.5% |
| 30D | -19.9% | +11.4% | -31.4% | -22.8% |
| 3M | -31.6% | -6.8% | -24.8% | -30.6% |
| 6M | -13.9% | -14.6% | +0.8% | -11.9% |
| YTD | +74.3% | -20.6% | +94.9% | +81.1% |
| 1Y | +35.8% | -15.4% | +51.2% | +37.2% |
| 3Y | +268.6% | -23.6% | +292.2% | +257.0% |
| All | +268.6% | -23.0% | +291.6% | +257.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling