+302.2%
ARMK vs WST
+661.5%
-359.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | 0.0% | -3.1% | +3.2% | +0.5% |
| 3M | +6.7% | +7.2% | -0.5% | +5.3% |
| 6M | +38.8% | +36.8% | +2.0% | +31.0% |
| YTD | +55.2% | +23.8% | +31.3% | +48.6% |
| 1Y | +46.6% | +37.8% | +8.8% | +37.4% |
| 3Y | +112.9% | -15.9% | +128.8% | +109.7% |
| 5Y | +144.0% | -25.8% | +169.8% | +140.0% |
| 10Y | +132.4% | +319.6% | -187.2% | +41.3% |
| All | +302.2% | +661.5% | -359.4% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling