+225.8%
WELL vs ARMK
+96.3%
+129.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.6% | -1.2% |
| 7D | +4.4% | -2.6% | +7.1% | +5.0% |
| 30D | +10.8% | -5.2% | +16.0% | +12.0% |
| 3M | +4.2% | -6.5% | +10.7% | +5.4% |
| 6M | +14.0% | +15.3% | -1.3% | +8.8% |
| YTD | +33.4% | +43.6% | -10.2% | +19.6% |
| 1Y | +32.4% | +42.1% | -9.6% | +18.8% |
| 3Y | +194.7% | +94.0% | +100.7% | +131.5% |
| All | +225.8% | +96.3% | +129.5% | +153.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling