+86.1%
ARM vs WWD
+41.9%
+44.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.4% |
| 7D | +5.5% | +1.3% | +4.2% | +4.9% |
| 30D | -8.2% | -7.2% | -1.0% | -5.1% |
| 3M | -35.9% | -3.8% | -32.1% | -34.1% |
| 6M | +103.1% | -9.9% | +113.0% | +111.7% |
| YTD | +130.6% | +14.8% | +115.8% | +131.8% |
| 1Y | +86.1% | +42.1% | +44.0% | +78.7% |
| All | +86.1% | +41.9% | +44.2% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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