+754.4%
WDC vs ARM
+249.0%
+505.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.6% |
| 7D | -16.7% | -10.4% | -6.4% | -13.4% |
| 30D | -27.2% | -31.8% | +4.6% | -17.6% |
| 3M | -34.0% | -32.2% | -1.8% | -26.0% |
| 6M | -39.7% | -14.9% | -24.8% | -35.9% |
| YTD | +68.1% | +66.0% | +2.0% | +49.2% |
| 1Y | +66.3% | +17.2% | +49.1% | +60.4% |
| 3Y | +754.4% | +247.2% | +507.2% | +642.0% |
| All | +754.4% | +249.0% | +505.4% | +642.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling