+194.7%
WELL vs ARMK
+91.9%
+102.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.6% | -0.6% |
| 7D | +4.4% | -2.6% | +7.1% | +4.7% |
| 30D | +10.8% | -5.2% | +16.0% | +11.3% |
| 3M | +4.2% | -6.5% | +10.7% | +4.8% |
| 6M | +14.0% | +15.3% | -1.3% | +11.0% |
| YTD | +33.4% | +43.6% | -10.2% | +25.7% |
| 1Y | +32.4% | +42.1% | -9.6% | +24.9% |
| 3Y | +194.7% | +94.0% | +100.7% | +161.8% |
| All | +194.7% | +91.9% | +102.8% | +161.8% |
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 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