+781.8%
WDC vs ARM
+232.1%
+549.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.7% | +3.2% | +7.8% |
| 7D | -14.4% | -5.3% | -9.1% | -12.5% |
| 30D | -27.1% | -30.0% | +3.0% | -18.4% |
| 3M | -33.3% | -34.1% | +0.8% | -24.9% |
| 6M | -39.6% | -12.6% | -26.9% | -36.3% |
| YTD | +68.4% | +70.4% | -2.0% | +49.3% |
| 1Y | +78.2% | +22.3% | +55.9% | +70.4% |
| 3Y | +772.0% | +261.2% | +510.8% | +669.4% |
| All | +781.8% | +232.1% | +549.7% | +686.7% |
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