+302.2%
ARMK vs WCN
+537.7%
-235.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | -2.4% | -0.6% | -1.8% | -2.1% |
| 30D | 0.0% | +0.4% | -0.4% | -0.2% |
| 3M | +6.7% | +7.3% | -0.7% | +2.4% |
| 6M | +38.8% | -2.5% | +41.3% | +39.6% |
| YTD | +55.2% | -5.4% | +60.6% | +58.3% |
| 1Y | +46.6% | -8.5% | +55.1% | +51.8% |
| 3Y | +112.9% | +20.8% | +92.1% | +87.8% |
| 5Y | +144.0% | +30.0% | +113.9% | +103.8% |
| 10Y | +132.4% | +238.4% | -106.0% | +27.8% |
| All | +302.2% | +537.7% | -235.5% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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