-35.7%
WBD vs ARMK
+252.3%
-288.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +1.0% |
| 7D | +1.0% | -0.5% | +1.5% | +1.2% |
| 30D | -0.7% | +4.0% | -4.7% | -2.4% |
| 3M | -2.7% | +5.9% | -8.6% | -5.5% |
| 6M | +18.2% | +17.8% | +0.3% | +9.2% |
| YTD | -5.5% | +21.3% | -26.7% | -13.5% |
| 1Y | +200.3% | +17.5% | +182.8% | +177.6% |
| 3Y | +120.0% | +71.8% | +48.3% | +73.0% |
| 5Y | -25.9% | +77.3% | -103.3% | -42.5% |
| 10Y | -6.0% | +111.1% | -117.1% | -35.3% |
| All | -35.7% | +252.3% | -288.0% | -59.8% |
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 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