+1,322.0%
WDC vs ARM
+349.4%
+972.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.9% | +1.9% | +4.7% |
| 7D | +1.7% | +5.5% | -3.7% | +0.1% |
| 30D | -10.0% | -8.2% | -1.8% | -7.9% |
| 3M | -18.8% | -35.9% | +17.2% | -8.0% |
| 6M | +79.0% | +103.1% | -24.1% | +50.3% |
| YTD | +171.6% | +130.6% | +40.9% | +121.0% |
| 1Y | +417.4% | +86.1% | +331.3% | +341.0% |
| All | +1,322.0% | +349.4% | +972.7% | +1,064.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling