-61.7%
WBD vs ARMK
+18.3%
-80.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +4.1% |
| 7D | -13.9% | +0.6% | -14.5% | -14.1% |
| 30D | -7.6% | +8.4% | -15.9% | -10.3% |
| 3M | -28.3% | +0.3% | -28.5% | -28.4% |
| 6M | -22.3% | +8.4% | -30.7% | -25.2% |
| YTD | +6.9% | -3.6% | +10.5% | +7.8% |
| 1Y | -6.2% | +4.8% | -11.0% | -8.3% |
| 3Y | -55.8% | +13.2% | -69.0% | -58.3% |
| 5Y | -69.3% | +18.2% | -87.5% | -72.2% |
| All | -61.7% | +18.3% | -80.0% | -65.0% |
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 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