+296.4%
ARM vs WU
-25.9%
+322.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.2% |
| 7D | +5.5% | -0.8% | +6.3% | +5.7% |
| 30D | -8.2% | -1.1% | -7.1% | -7.9% |
| 3M | -35.9% | -3.9% | -32.1% | -36.4% |
| 6M | +103.1% | -20.7% | +123.8% | +113.8% |
| YTD | +130.6% | -18.4% | +149.0% | +139.7% |
| 1Y | +86.1% | -8.1% | +94.1% | +82.0% |
| All | +296.4% | -25.9% | +322.4% | +289.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling