+772.0%
WDC vs ARMK
+101.3%
+670.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.2% | +5.7% | +8.2% |
| 7D | -14.4% | +0.9% | -15.3% | -14.5% |
| 30D | -27.1% | -0.4% | -26.7% | -26.7% |
| 3M | -33.3% | -2.0% | -31.3% | -32.6% |
| 6M | -39.6% | +22.0% | -61.5% | -43.6% |
| YTD | +68.4% | +49.6% | +18.8% | +45.4% |
| 1Y | +78.2% | +46.4% | +31.8% | +54.7% |
| 3Y | +772.0% | +103.2% | +668.8% | +563.3% |
| All | +772.0% | +101.3% | +670.8% | +563.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling