+326.4%
WAT vs ARMK
+350.8%
-24.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -1.3% | -2.4% | +1.1% | -0.7% |
| 30D | +2.3% | 0.0% | +2.3% | +2.2% |
| 3M | +8.7% | +6.7% | +2.1% | +6.7% |
| 6M | +28.3% | +38.8% | -10.5% | +17.0% |
| YTD | +7.8% | +55.2% | -47.4% | -4.7% |
| 1Y | +36.6% | +46.6% | -10.0% | +22.5% |
| 3Y | +45.7% | +112.9% | -67.2% | +18.2% |
| 5Y | -3.3% | +144.0% | -147.3% | -25.2% |
| 10Y | +162.1% | +132.4% | +29.7% | +103.6% |
| All | +326.4% | +350.8% | -24.4% | +190.0% |
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