+660.4%
WDC vs ARMK
+125.8%
+534.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -16.7% | -0.7% | -16.0% | -16.1% |
| 30D | -27.2% | -1.3% | -25.9% | -26.3% |
| 3M | -34.0% | -2.5% | -31.5% | -33.1% |
| 6M | -39.7% | +20.8% | -60.5% | -45.0% |
| YTD | +68.1% | +48.2% | +19.9% | +38.6% |
| 1Y | +66.3% | +45.7% | +20.6% | +37.6% |
| 3Y | +754.4% | +96.6% | +657.9% | +499.5% |
| 5Y | +595.8% | +106.6% | +489.2% | +369.8% |
| 10Y | +660.4% | +132.6% | +527.8% | +389.0% |
| All | +660.4% | +125.8% | +534.6% | +389.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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