+302.2%
ARMK vs WU
-14.5%
+316.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -2.4% | -0.8% | -1.6% | -2.1% |
| 30D | 0.0% | -1.1% | +1.1% | +0.3% |
| 3M | +6.7% | -3.9% | +10.5% | +6.3% |
| 6M | +38.8% | -20.7% | +59.5% | +48.3% |
| YTD | +55.2% | -18.4% | +73.5% | +63.4% |
| 1Y | +46.6% | -8.1% | +54.7% | +45.7% |
| 3Y | +112.9% | -24.2% | +137.1% | +123.4% |
| 5Y | +144.0% | -50.4% | +194.4% | +202.4% |
| 10Y | +132.4% | -40.0% | +172.5% | +163.2% |
| All | +302.2% | -14.5% | +316.7% | +304.7% |
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