+272.1%
ARMK vs WCC
+251.1%
+21.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.2% | +2.3% | +3.7% |
| 7D | -2.6% | -14.7% | +12.1% | +2.9% |
| 30D | -5.2% | -20.1% | +14.9% | +2.5% |
| 3M | -6.5% | -21.2% | +14.6% | +1.1% |
| 6M | +15.3% | -19.2% | +34.4% | +21.8% |
| YTD | +43.6% | +20.2% | +23.4% | +28.8% |
| 1Y | +42.1% | +14.5% | +27.6% | +29.4% |
| 3Y | +94.0% | +115.1% | -21.1% | +26.3% |
| 5Y | +96.3% | +121.5% | -25.2% | +17.7% |
| 10Y | +126.7% | +468.1% | -341.4% | -29.1% |
| All | +272.1% | +251.1% | +21.0% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 all: compounded portfolio wealth divided by compounded WCC 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…
all analysis · Full analysis span regression · 6 months rolling