-64.8%
WBD vs ARMK
+2.6%
-67.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -13.0% | -0.1% | -12.9% | -12.8% |
| 30D | -9.7% | +8.0% | -17.6% | -14.0% |
| 3M | -31.7% | -6.6% | -25.1% | -28.5% |
| 6M | -28.1% | +8.2% | -36.4% | -33.5% |
| YTD | +1.7% | -5.9% | +7.6% | +4.7% |
| 1Y | -2.0% | +8.6% | -10.6% | -9.5% |
| All | -64.8% | +2.6% | -67.3% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling