-33.3%
WBD vs ARMK
+350.8%
-384.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | -1.8% | -2.4% | +0.6% | -0.8% |
| 30D | +8.8% | 0.0% | +8.8% | +8.5% |
| 3M | +4.6% | +6.7% | -2.0% | +1.5% |
| 6M | +1.1% | +38.8% | -37.7% | -12.9% |
| YTD | -2.0% | +55.2% | -57.2% | -19.8% |
| 1Y | +140.0% | +46.6% | +93.4% | +100.9% |
| 3Y | +144.4% | +112.9% | +31.5% | +75.1% |
| 5Y | -0.2% | +144.0% | -144.2% | -32.3% |
| 10Y | +9.1% | +132.4% | -123.3% | -28.6% |
| All | -33.3% | +350.8% | -384.2% | -62.7% |
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