+281.0%
ARMK vs WSM
+1,111.0%
-830.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +2.8% | -3.0% | +5.7% | +3.7% |
| 30D | -1.8% | +10.1% | -11.8% | -4.7% |
| 3M | -10.9% | +4.9% | -15.8% | -12.5% |
| 6M | +21.2% | +49.8% | -28.5% | +6.8% |
| YTD | +47.0% | +48.7% | -1.7% | +29.1% |
| 1Y | +42.9% | +38.7% | +4.1% | +27.9% |
| 3Y | +95.0% | +269.5% | -174.5% | +20.4% |
| 5Y | +106.2% | +179.0% | -72.8% | +32.7% |
| 10Y | +131.6% | +1,162.3% | -1,030.7% | -27.7% |
| All | +281.0% | +1,111.0% | -830.0% | +22.1% |
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