+234.8%
WAT vs ARMK
+131.1%
+103.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +3.1% |
| 7D | +6.0% | +0.9% | +5.1% | +5.7% |
| 30D | +9.9% | -0.4% | +10.3% | +9.9% |
| 3M | +17.2% | -2.0% | +19.1% | +17.4% |
| 6M | +34.2% | +22.0% | +12.3% | +26.6% |
| YTD | +25.5% | +49.6% | -24.1% | +12.2% |
| 1Y | +28.3% | +46.4% | -18.1% | +15.2% |
| 3Y | +88.4% | +103.2% | -14.9% | +55.3% |
| 5Y | +36.1% | +108.1% | -72.0% | +10.1% |
| 10Y | +234.8% | +129.4% | +105.4% | +176.4% |
| All | +234.8% | +131.1% | +103.7% | +176.4% |
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