+214.0%
ARM vs WWD
+137.0%
+77.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -6.0% | -7.1% | -8.9% |
| 7D | -27.1% | -2.6% | -24.6% | -25.5% |
| 30D | -44.9% | -7.7% | -37.2% | -41.5% |
| 3M | -39.3% | -17.7% | -21.6% | -30.4% |
| 6M | -20.2% | -15.9% | -4.3% | -9.4% |
| YTD | +52.5% | +1.8% | +50.8% | +49.6% |
| 1Y | +4.1% | +17.4% | -13.3% | -9.6% |
| All | +214.0% | +137.0% | +77.0% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling