+492.8%
WDC vs ARMK
+334.6%
+158.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.2% | +5.7% | +7.9% |
| 7D | -14.4% | +0.9% | -15.3% | -14.4% |
| 30D | -27.1% | -0.4% | -26.7% | -26.5% |
| 3M | -33.3% | -2.0% | -31.3% | -32.5% |
| 6M | -39.6% | +22.0% | -61.5% | -45.3% |
| YTD | +68.4% | +49.6% | +18.8% | +37.9% |
| 1Y | +78.2% | +46.4% | +31.8% | +46.8% |
| 3Y | +772.0% | +103.2% | +668.8% | +499.9% |
| 5Y | +584.9% | +108.1% | +476.8% | +359.1% |
| 10Y | +653.4% | +129.4% | +524.0% | +361.0% |
| All | +492.8% | +334.6% | +158.2% | +227.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling