+42.9%
ARMK vs WST
+49.4%
-6.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +2.8% | +1.1% | +1.7% | +2.6% |
| 30D | -1.8% | +12.4% | -14.2% | -2.8% |
| 3M | -10.9% | +17.6% | -28.4% | -12.1% |
| 6M | +21.2% | +28.3% | -7.0% | +18.4% |
| YTD | +47.0% | +50.5% | -3.5% | +39.0% |
| 1Y | +42.9% | +49.4% | -6.5% | +35.3% |
| All | +42.9% | +49.4% | -6.6% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling