+141.1%
WEC vs ARMK
+136.6%
+4.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +1.0% |
| 7D | +0.8% | +1.7% | -0.9% | +0.7% |
| 30D | +0.3% | +3.1% | -2.8% | +0.1% |
| 3M | -2.9% | +9.2% | -12.2% | -3.6% |
| 6M | -5.9% | +43.7% | -49.6% | -8.5% |
| YTD | +4.1% | +57.4% | -53.2% | +0.5% |
| 1Y | +3.1% | +51.9% | -48.7% | -0.3% |
| 3Y | +40.8% | +125.4% | -84.6% | +31.9% |
| 5Y | +31.7% | +149.1% | -117.4% | +22.3% |
| 10Y | +141.1% | +135.4% | +5.6% | +156.4% |
| All | +141.1% | +136.6% | +4.5% | +156.4% |
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