+343.2%
WAB vs ARMK
+350.8%
-7.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | -3.2% | -2.4% | -0.8% | -2.2% |
| 30D | -4.4% | 0.0% | -4.5% | -4.6% |
| 3M | +7.9% | +6.7% | +1.2% | +4.8% |
| 6M | +8.7% | +38.8% | -30.1% | -5.8% |
| YTD | +33.0% | +55.2% | -22.2% | +9.7% |
| 1Y | +46.7% | +46.6% | 0.0% | +23.7% |
| 3Y | +153.0% | +112.9% | +40.1% | +78.9% |
| 5Y | +222.3% | +144.0% | +78.3% | +111.4% |
| 10Y | +291.0% | +132.4% | +158.6% | +149.1% |
| All | +343.2% | +350.8% | -7.6% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling