+337.7%
WEC vs ARMK
+334.6%
+3.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | +0.8% |
| 7D | +0.2% | +0.9% | -0.7% | +0.1% |
| 30D | +12.9% | -0.4% | +13.3% | +12.9% |
| 3M | +9.8% | -2.0% | +11.8% | +9.8% |
| 6M | +6.7% | +22.0% | -15.2% | +4.9% |
| YTD | +14.0% | +49.6% | -35.6% | +10.0% |
| 1Y | +7.3% | +46.4% | -39.0% | +3.8% |
| 3Y | +63.8% | +103.2% | -39.4% | +53.8% |
| 5Y | +54.8% | +108.1% | -53.4% | +44.3% |
| 10Y | +185.7% | +129.4% | +56.3% | +184.6% |
| All | +337.7% | +334.6% | +3.1% | +310.6% |
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