-18.9%
WBD vs ARMK
+59.6%
-78.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +3.1% | 0.0% | +3.1% | +3.1% |
| 30D | +34.4% | -4.4% | +38.8% | +37.1% |
| 3M | +110.6% | -5.1% | +115.7% | +115.6% |
| 6M | +153.4% | -1.5% | +154.8% | +154.7% |
| YTD | +117.4% | +1.6% | +115.8% | +116.5% |
| 1Y | +150.3% | -2.8% | +153.2% | +153.7% |
| 3Y | +112.8% | +41.4% | +71.4% | +83.5% |
| 5Y | +0.3% | +52.7% | -52.4% | -16.5% |
| All | -18.9% | +59.6% | -78.5% | -34.4% |
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