+94.0%
ARMK vs WST
+19.1%
+74.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.9% | +2.6% | +4.3% |
| 7D | -2.6% | -3.1% | +0.5% | -2.4% |
| 30D | -5.2% | +9.1% | -14.3% | -5.8% |
| 3M | -6.5% | +14.7% | -21.2% | -7.4% |
| 6M | +15.3% | +28.0% | -12.7% | +13.1% |
| YTD | +43.6% | +45.6% | -2.1% | +39.1% |
| 1Y | +42.1% | +45.7% | -3.6% | +37.6% |
| 3Y | +94.0% | +21.1% | +72.9% | +87.7% |
| All | +94.0% | +19.1% | +74.9% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling