+41.0%
WEC vs ARMK
+120.0%
-78.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -0.3% | -2.4% | +2.1% | 0.0% |
| 30D | -1.3% | 0.0% | -1.3% | -1.3% |
| 3M | -3.9% | +6.7% | -10.6% | -4.7% |
| 6M | -8.3% | +38.8% | -47.1% | -12.2% |
| YTD | +3.1% | +55.2% | -52.1% | -3.0% |
| 1Y | +1.9% | +46.6% | -44.7% | -3.3% |
| All | +41.0% | +120.0% | -78.9% | +21.9% |
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