+138.0%
ARMK vs WU
-40.9%
+178.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +0.3% | -4.9% | +5.3% | +2.2% |
| 30D | +2.4% | -1.3% | +3.6% | +2.7% |
| 3M | +6.1% | -3.6% | +9.6% | +5.5% |
| 6M | +41.8% | -24.3% | +66.1% | +54.5% |
| YTD | +55.5% | -21.1% | +76.6% | +66.1% |
| 1Y | +49.6% | -10.3% | +59.9% | +49.7% |
| 3Y | +122.8% | -28.4% | +151.1% | +139.4% |
| 5Y | +151.0% | -51.2% | +202.2% | +217.0% |
| 10Y | +138.0% | -39.6% | +177.6% | +168.1% |
| All | +138.0% | -40.9% | +178.8% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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