+122.4%
ARMK vs WST
+441.1%
-318.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.9% | +2.6% | +4.2% |
| 7D | -2.6% | -3.1% | +0.5% | -2.1% |
| 30D | -5.2% | +9.1% | -14.3% | -6.4% |
| 3M | -6.5% | +14.7% | -21.2% | -8.5% |
| 6M | +15.3% | +28.0% | -12.7% | +10.6% |
| YTD | +43.6% | +45.6% | -2.1% | +34.5% |
| 1Y | +42.1% | +45.7% | -3.6% | +33.0% |
| 3Y | +94.0% | +21.1% | +72.9% | +78.8% |
| 5Y | +96.3% | +0.3% | +95.9% | +83.0% |
| All | +122.4% | +441.1% | -318.7% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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