+200.2%
WAB vs ARMK
+96.3%
+103.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.5% | -2.6% | -0.2% |
| 7D | +1.4% | -2.6% | +4.1% | +2.6% |
| 30D | +0.4% | -5.2% | +5.6% | +2.7% |
| 3M | -3.8% | -6.5% | +2.7% | -1.3% |
| 6M | +5.1% | +15.3% | -10.2% | -2.4% |
| YTD | +33.3% | +43.6% | -10.3% | +11.4% |
| 1Y | +39.8% | +42.1% | -2.2% | +17.3% |
| 3Y | +161.1% | +94.0% | +67.0% | +83.4% |
| All | +200.2% | +96.3% | +103.9% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling