+132.6%
ARMK vs WST
+446.4%
-313.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -0.7% | +1.4% | -2.1% | -0.9% |
| 30D | -1.3% | +12.7% | -14.0% | -3.1% |
| 3M | -2.5% | +17.2% | -19.6% | -4.9% |
| 6M | +20.8% | +26.7% | -5.9% | +16.2% |
| YTD | +48.2% | +50.3% | -2.1% | +38.2% |
| 1Y | +45.7% | +50.2% | -4.5% | +35.9% |
| 3Y | +96.6% | +21.7% | +74.8% | +81.4% |
| 5Y | +106.6% | +2.0% | +104.5% | +92.3% |
| 10Y | +132.6% | +451.1% | -318.5% | +52.8% |
| All | +132.6% | +446.4% | -313.8% | +52.8% |
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