+19.3%
ARM vs WWD
+27.2%
-7.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.9% | -3.4% | -4.3% |
| 7D | -18.7% | +7.3% | -26.0% | -21.7% |
| 30D | -36.7% | -2.0% | -34.7% | -35.9% |
| 3M | -31.6% | -12.6% | -19.1% | -27.0% |
| 6M | -5.6% | -8.4% | +2.8% | +0.7% |
| YTD | +75.5% | +8.2% | +67.2% | +84.7% |
| 1Y | +19.3% | +26.5% | -7.2% | +25.3% |
| All | +19.3% | +27.2% | -7.9% | +25.3% |
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