+167.4%
WAB vs ARMK
+96.6%
+70.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | +5.1% | +2.7% | +2.4% | +4.0% |
| 30D | +4.0% | -1.5% | +5.5% | +4.5% |
| 3M | +0.1% | -11.6% | +11.7% | +4.6% |
| 6M | +12.8% | +6.7% | +6.0% | +9.6% |
| YTD | +40.1% | +47.4% | -7.3% | +19.3% |
| 1Y | +46.4% | +41.5% | +4.9% | +26.7% |
| 3Y | +167.4% | +95.5% | +71.8% | +114.2% |
| All | +167.4% | +96.6% | +70.7% | +114.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling