+197.9%
WEC vs ARMK
+131.4%
+66.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +2.3% | +2.7% | -0.3% | +2.1% |
| 30D | +11.1% | -1.5% | +12.5% | +11.1% |
| 3M | +8.4% | -11.6% | +20.0% | +9.3% |
| 6M | +7.5% | +6.7% | +0.8% | +6.9% |
| YTD | +15.3% | +47.4% | -32.1% | +11.8% |
| 1Y | +9.7% | +41.5% | -31.7% | +6.7% |
| 3Y | +64.7% | +95.5% | -30.9% | +56.0% |
| 5Y | +57.3% | +108.4% | -51.1% | +47.8% |
| All | +197.9% | +131.4% | +66.5% | +210.0% |
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