+307.8%
ARMK vs WTW
+241.8%
+66.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +2.7% |
| 7D | +1.7% | -2.7% | +4.4% | +2.9% |
| 30D | +3.1% | -5.6% | +8.8% | +5.7% |
| 3M | +9.2% | +26.5% | -17.3% | -2.9% |
| 6M | +43.7% | +8.1% | +35.5% | +36.4% |
| YTD | +57.4% | -0.3% | +57.7% | +54.0% |
| 1Y | +51.9% | -0.9% | +52.7% | +48.7% |
| 3Y | +125.4% | +66.6% | +58.8% | +65.9% |
| 5Y | +149.1% | +54.0% | +95.1% | +88.9% |
| 10Y | +135.4% | +198.1% | -62.7% | +38.8% |
| All | +307.8% | +241.8% | +66.1% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling