+113.2%
WDC vs ARM
+18.4%
+94.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.3% | -1.5% | -4.4% |
| 7D | -18.3% | -18.7% | +0.4% | -10.2% |
| 30D | -26.7% | -36.7% | +10.0% | -10.4% |
| 3M | -40.9% | -31.6% | -9.3% | -31.7% |
| 6M | -26.8% | -5.6% | -21.1% | -22.7% |
| YTD | +88.2% | +75.5% | +12.7% | +36.7% |
| 1Y | +113.2% | +19.3% | +93.9% | +135.5% |
| All | +113.2% | +18.4% | +94.8% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 1y: compounded portfolio wealth divided by compounded ARM 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…
1y analysis · Full analysis span regression · 6 months rolling