+193.0%
ARM vs WWD
+159.9%
+33.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.9% | +1.8% | +3.2% |
| 7D | -5.3% | +4.2% | -9.5% | -7.5% |
| 30D | -30.0% | -0.8% | -29.3% | -29.3% |
| 3M | -34.1% | -8.2% | -25.9% | -29.7% |
| 6M | -12.6% | -9.8% | -2.8% | -5.9% |
| YTD | +70.4% | +10.4% | +60.0% | +57.6% |
| 1Y | +22.3% | +25.5% | -3.2% | +1.2% |
| 3Y | +261.2% | +155.8% | +105.4% | +81.5% |
| All | +193.0% | +159.9% | +33.1% | +43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling