+63.2%
ARMK vs WETO
-99.4%
+162.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.4% | +8.6% | +3.1% |
| 7D | +3.1% | -4.3% | +7.4% | +3.1% |
| 30D | -2.8% | -39.9% | +37.1% | -2.7% |
| 3M | +7.6% | -97.9% | +105.5% | +8.0% |
| 6M | +47.9% | -95.0% | +142.9% | +47.8% |
| YTD | +60.0% | -97.2% | +157.2% | +59.9% |
| 1Y | +52.2% | -98.9% | +151.1% | +51.8% |
| All | +63.2% | -99.4% | +162.6% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 5y: compounded portfolio wealth divided by compounded WETO 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…
5y analysis · Full analysis span regression · 6 months rolling