+30.2%
WAT vs ARMK
+50.1%
-19.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.9% |
| 7D | -0.7% | +1.7% | -2.4% | -1.2% |
| 30D | -1.0% | +3.1% | -4.1% | -1.9% |
| 3M | +10.9% | +9.2% | +1.7% | +7.8% |
| 6M | +33.2% | +43.7% | -10.5% | +16.0% |
| YTD | +6.1% | +57.4% | -51.3% | -11.0% |
| 1Y | +30.2% | +51.9% | -21.6% | +9.8% |
| All | +30.2% | +50.1% | -19.8% | +9.8% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling