+302.2%
ARMK vs WCC
+321.0%
-18.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.7% | -2.3% |
| 7D | -2.4% | +4.5% | -6.9% | -4.0% |
| 30D | 0.0% | -5.8% | +5.8% | +2.0% |
| 3M | +6.7% | -3.7% | +10.3% | +6.7% |
| 6M | +38.8% | +23.1% | +15.8% | +25.3% |
| YTD | +55.2% | +44.2% | +11.0% | +31.1% |
| 1Y | +46.6% | +62.1% | -15.5% | +17.1% |
| 3Y | +112.9% | +121.1% | -8.2% | +38.9% |
| 5Y | +144.0% | +214.0% | -70.0% | +27.7% |
| 10Y | +132.4% | +472.8% | -340.4% | -29.1% |
| All | +302.2% | +321.0% | -18.8% | +26.8% |
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