+287.7%
ARMK vs WU
-15.4%
+303.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +0.9% | +9.1% | -8.1% | -2.5% |
| 30D | -0.4% | +12.1% | -12.5% | -4.9% |
| 3M | -2.0% | +0.3% | -2.3% | -2.8% |
| 6M | +22.0% | -19.1% | +41.1% | +28.8% |
| YTD | +49.6% | -19.2% | +68.8% | +57.1% |
| 1Y | +46.4% | -15.3% | +61.6% | +50.4% |
| 3Y | +103.2% | -21.3% | +124.5% | +109.4% |
| 5Y | +108.1% | -41.7% | +149.8% | +138.1% |
| 10Y | +129.4% | -36.0% | +165.4% | +153.1% |
| All | +287.7% | -15.4% | +303.2% | +289.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling