+799.7%
WDC vs ARM
+239.6%
+560.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.6% | -0.4% | -3.5% |
| 7D | +12.1% | +9.1% | +3.0% | +9.2% |
| 30D | -18.8% | -19.9% | +1.1% | -12.6% |
| 3M | -39.3% | -31.6% | -7.7% | -32.4% |
| 6M | -40.1% | -13.9% | -26.3% | -36.7% |
| YTD | +71.8% | +74.3% | -2.5% | +51.3% |
| 1Y | +88.5% | +35.8% | +52.7% | +75.7% |
| 3Y | +770.0% | +268.6% | +501.4% | +662.4% |
| All | +799.7% | +239.6% | +560.0% | +697.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling