+302.2%
ARMK vs WSM
+947.6%
-645.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.5% |
| 7D | -2.4% | -3.3% | +0.9% | -1.5% |
| 30D | 0.0% | -8.4% | +8.4% | +2.5% |
| 3M | +6.7% | +9.7% | -3.0% | +3.4% |
| 6M | +38.8% | +16.7% | +22.1% | +31.7% |
| YTD | +55.2% | +28.7% | +26.5% | +42.6% |
| 1Y | +46.6% | +13.7% | +33.0% | +39.2% |
| 3Y | +112.9% | +230.1% | -117.2% | +35.5% |
| 5Y | +144.0% | +179.0% | -35.0% | +55.5% |
| 10Y | +132.4% | +1,002.5% | -870.1% | -24.2% |
| All | +302.2% | +947.6% | -645.4% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling