-26.4%
ARM vs WWD
-15.6%
-10.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.4% | +1.3% | +1.7% |
| 7D | -15.2% | +4.2% | -19.4% | -17.6% |
| 30D | -40.7% | -2.1% | -38.5% | -38.9% |
| 3M | -39.1% | -13.2% | -25.9% | -31.2% |
| 6M | -26.4% | -16.9% | -9.5% | -10.0% |
| All | -26.4% | -15.6% | -10.9% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling