+144.3%
ARMK vs WTW
+198.0%
-53.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.1% |
| 7D | +3.1% | -5.7% | +8.8% | +6.0% |
| 30D | -2.8% | -7.3% | +4.5% | +0.6% |
| 3M | +7.6% | +21.5% | -13.9% | -3.1% |
| 6M | +47.9% | +9.6% | +38.3% | +38.8% |
| YTD | +60.0% | -3.3% | +63.3% | +58.7% |
| 1Y | +52.2% | -6.1% | +58.4% | +53.1% |
| 3Y | +131.4% | +61.8% | +69.6% | +68.0% |
| 5Y | +163.2% | +42.7% | +120.5% | +102.5% |
| All | +144.3% | +198.0% | -53.8% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling