+30.9%
WELL vs ARMK
+46.1%
-15.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | +0.9% |
| 7D | +3.5% | +0.9% | +2.6% | +3.4% |
| 30D | +9.7% | -0.4% | +10.1% | +9.6% |
| 3M | +4.8% | -2.0% | +6.8% | +4.9% |
| 6M | +16.1% | +22.0% | -5.9% | +13.1% |
| YTD | +34.7% | +49.6% | -14.9% | +31.8% |
| All | +30.9% | +46.1% | -15.3% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling