+137.9%
ARMK vs WSM
+997.3%
-859.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | +0.3% | +2.6% | -2.3% | -0.5% |
| 30D | +2.4% | -9.3% | +11.6% | +5.4% |
| 3M | +6.1% | +7.1% | -1.0% | +3.5% |
| 6M | +41.8% | +21.7% | +20.0% | +32.5% |
| YTD | +55.5% | +28.7% | +26.8% | +42.4% |
| 1Y | +49.6% | +13.9% | +35.7% | +41.6% |
| 3Y | +122.8% | +232.2% | -109.4% | +37.5% |
| 5Y | +151.0% | +176.4% | -25.4% | +56.2% |
| 10Y | +137.9% | +1,072.4% | -934.5% | -31.2% |
| All | +137.9% | +997.3% | -859.4% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling