+280.5%
WAB vs ARMK
+125.8%
+154.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.2% |
| 7D | +4.0% | -0.7% | +4.7% | +4.3% |
| 30D | +6.3% | -1.3% | +7.6% | +6.9% |
| 3M | +3.3% | -2.5% | +5.8% | +4.0% |
| 6M | +14.5% | +20.8% | -6.3% | +4.9% |
| YTD | +42.7% | +48.2% | -5.5% | +19.7% |
| 1Y | +45.2% | +45.7% | -0.5% | +22.6% |
| 3Y | +173.8% | +96.6% | +77.2% | +99.9% |
| 5Y | +223.8% | +106.6% | +117.2% | +127.2% |
| 10Y | +280.5% | +132.6% | +147.9% | +154.4% |
| All | +280.5% | +125.8% | +154.7% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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