+203.3%
WELL vs ARMK
+120.0%
+83.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -0.8% | -2.4% | +1.6% | -0.4% |
| 30D | -0.1% | 0.0% | -0.1% | -0.2% |
| 3M | +18.0% | +6.7% | +11.4% | +16.6% |
| 6M | +15.0% | +38.8% | -23.8% | +8.3% |
| YTD | +28.6% | +55.2% | -26.6% | +18.6% |
| 1Y | +42.9% | +46.6% | -3.7% | +33.0% |
| All | +203.3% | +120.0% | +83.4% | +143.3% |
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 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