+84.7%
WDC vs ARM
+32.9%
+51.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +12.1% | -3.7% | +2.5% |
| 7D | -3.2% | +6.0% | -9.3% | -5.5% |
| 30D | -19.0% | -20.3% | +1.3% | -10.1% |
| 3M | -28.4% | -24.4% | -4.1% | -20.4% |
| 6M | -39.2% | -4.4% | -34.9% | -36.0% |
| YTD | +82.1% | +86.0% | -4.0% | +30.0% |
| 1Y | +84.7% | +35.8% | +48.8% | +83.4% |
| All | +84.7% | +32.9% | +51.7% | +83.4% |
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