+168.5%
ARMK vs WING
+656.3%
-487.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +5.9% | +4.7% |
| 7D | -2.6% | +9.0% | -11.7% | -4.4% |
| 30D | -5.2% | +39.9% | -45.1% | -11.7% |
| 3M | -6.5% | +40.4% | -46.9% | -13.6% |
| 6M | +15.3% | +12.9% | +2.4% | +10.3% |
| YTD | +43.6% | -31.1% | +74.7% | +49.5% |
| 1Y | +42.1% | -32.7% | +74.8% | +48.2% |
| 3Y | +94.0% | -19.8% | +113.8% | +82.3% |
| 5Y | +96.3% | +4.0% | +92.3% | +64.3% |
| 10Y | +126.7% | +684.4% | -557.8% | +16.3% |
| All | +168.5% | +656.3% | -487.9% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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