+702.7%
WDC vs ARM
+211.3%
+491.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.2% | -2.9% |
| 7D | -28.0% | -15.2% | -12.7% | -23.8% |
| 30D | -34.9% | -40.7% | +5.7% | -23.6% |
| 3M | -41.6% | -39.1% | -2.5% | -32.7% |
| 6M | -45.4% | -26.4% | -19.0% | -39.8% |
| YTD | +53.3% | +59.7% | -6.5% | +38.5% |
| 1Y | +61.5% | +10.3% | +51.2% | +58.8% |
| 3Y | +712.3% | +228.9% | +483.5% | +629.4% |
| All | +702.7% | +211.3% | +491.4% | +630.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling