+125.4%
ARMK vs WSM
+239.4%
-114.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +1.7% | +2.6% | -0.9% | +1.3% |
| 30D | +3.1% | -9.5% | +12.6% | +4.8% |
| 3M | +9.2% | +12.9% | -3.7% | +6.8% |
| 6M | +43.7% | +23.0% | +20.6% | +38.1% |
| YTD | +57.4% | +28.9% | +28.5% | +50.0% |
| 1Y | +51.9% | +13.7% | +38.2% | +47.5% |
| 3Y | +125.4% | +232.6% | -107.2% | +105.5% |
| All | +125.4% | +239.4% | -114.0% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling