+12.0%
WBD vs ARMK
+138.5%
-126.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -0.6% | -0.9% | +0.3% | -0.2% |
| 30D | +4.2% | -5.9% | +10.1% | +6.8% |
| 3M | +7.5% | +6.7% | +0.8% | +4.2% |
| 6M | +1.6% | +42.5% | -41.0% | -13.5% |
| YTD | -2.2% | +55.1% | -57.3% | -20.0% |
| 1Y | +124.9% | +50.3% | +74.6% | +86.1% |
| 3Y | +149.1% | +122.2% | +26.9% | +75.4% |
| 5Y | +7.8% | +155.2% | -147.3% | -28.0% |
| All | +12.0% | +138.5% | -126.5% | -24.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling