+106.2%
ARMK vs WST
+1.5%
+104.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +2.8% | +1.1% | +1.7% | +2.7% |
| 30D | -1.8% | +12.4% | -14.2% | -3.3% |
| 3M | -10.9% | +17.6% | -28.4% | -12.8% |
| 6M | +21.2% | +28.3% | -7.0% | +17.0% |
| YTD | +47.0% | +50.5% | -3.5% | +38.2% |
| 1Y | +42.9% | +49.4% | -6.5% | +34.4% |
| 3Y | +95.0% | +21.9% | +73.1% | +81.1% |
| 5Y | +106.2% | +0.4% | +105.9% | +90.8% |
| All | +106.2% | +1.5% | +104.7% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling