+130.6%
ARMK vs WST
+456.5%
-325.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +2.7% | +4.2% | -1.6% | +2.0% |
| 30D | -1.5% | +11.2% | -12.7% | -3.0% |
| 3M | -11.6% | +20.4% | -31.9% | -14.1% |
| 6M | +6.7% | +37.9% | -31.1% | +1.4% |
| YTD | +47.4% | +51.8% | -4.4% | +37.3% |
| 1Y | +41.5% | +56.6% | -15.1% | +31.0% |
| 3Y | +95.5% | +24.2% | +71.3% | +79.8% |
| 5Y | +108.4% | +0.7% | +107.7% | +94.6% |
| All | +130.6% | +456.5% | -325.9% | +51.7% |
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