+770.0%
WDC vs ARMK
+96.6%
+673.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.0% |
| 7D | +12.1% | +2.7% | +9.4% | +11.0% |
| 30D | -18.8% | -1.5% | -17.3% | -18.0% |
| 3M | -39.3% | -11.6% | -27.8% | -36.6% |
| 6M | -40.1% | +6.7% | -46.9% | -41.2% |
| YTD | +71.8% | +47.4% | +24.4% | +49.3% |
| 1Y | +88.5% | +41.5% | +47.0% | +66.1% |
| 3Y | +770.0% | +95.5% | +674.5% | +567.5% |
| All | +770.0% | +96.6% | +673.3% | +567.5% |
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