+256.3%
ARMK vs WST
+779.2%
-522.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.0% | +0.1% | -3.2% |
| 7D | -10.2% | -5.8% | -4.4% | -9.3% |
| 30D | -9.3% | +5.3% | -14.6% | -10.1% |
| 3M | -11.4% | +11.8% | -23.2% | -13.1% |
| 6M | +11.6% | +26.7% | -15.1% | +6.9% |
| YTD | +37.5% | +43.0% | -5.5% | +28.5% |
| 1Y | +34.9% | +38.9% | -3.9% | +26.6% |
| 3Y | +83.4% | +18.2% | +65.3% | +68.7% |
| 5Y | +87.9% | -1.5% | +89.4% | +75.3% |
| 10Y | +117.0% | +439.0% | -322.0% | +25.2% |
| All | +256.3% | +779.2% | -522.9% | +85.1% |
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