+35.8%
ARM vs WWD
+21.4%
+14.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.3% |
| 7D | +9.1% | +4.0% | +5.2% | +6.9% |
| 30D | -19.9% | +0.4% | -20.4% | -19.6% |
| 3M | -31.6% | -7.9% | -23.7% | -28.5% |
| 6M | -13.9% | -10.6% | -3.2% | -7.6% |
| YTD | +74.3% | +9.4% | +64.9% | +86.3% |
| 1Y | +35.8% | +25.7% | +10.0% | +48.9% |
| All | +35.8% | +21.4% | +14.4% | +48.9% |
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