+17.2%
ARM vs WWD
+25.7%
-8.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -2.9% | -2.8% |
| 7D | -10.4% | +0.4% | -10.8% | -10.3% |
| 30D | -31.8% | -0.4% | -31.4% | -31.4% |
| 3M | -32.2% | -6.1% | -26.2% | -29.9% |
| 6M | -14.9% | -9.5% | -5.4% | -9.5% |
| YTD | +66.0% | +10.8% | +55.2% | +73.3% |
| 1Y | +17.2% | +23.5% | -6.3% | +22.5% |
| All | +17.2% | +25.7% | -8.5% | +22.5% |
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