+30.9%
WAT vs ARMK
+15.0%
+15.9%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | +0.9% |
| 7D | -1.1% | -2.6% | +1.5% | -1.2% |
| 30D | +5.0% | -5.2% | +10.2% | +4.9% |
| 3M | +14.5% | -6.5% | +21.0% | +14.6% |
| 6M | +30.9% | +15.3% | +15.7% | +36.3% |
| All | +30.9% | +15.0% | +15.9% | +36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling