+337.6%
WELL vs ARMK
+136.6%
+201.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | -0.2% |
| 7D | -1.3% | +1.7% | -3.0% | -2.1% |
| 30D | +0.5% | +3.1% | -2.6% | -1.4% |
| 3M | +19.1% | +9.2% | +9.8% | +13.4% |
| 6M | +17.0% | +43.7% | -26.7% | -3.3% |
| YTD | +29.2% | +57.4% | -28.2% | +1.6% |
| 1Y | +42.1% | +51.9% | -9.7% | +13.2% |
| 3Y | +204.5% | +125.4% | +79.2% | +88.0% |
| 5Y | +211.0% | +149.1% | +61.9% | +72.8% |
| 10Y | +337.6% | +135.4% | +202.2% | +116.3% |
| All | +337.6% | +136.6% | +201.0% | +116.3% |
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