+647.3%
WELL vs ARMK
+327.8%
+319.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.1% |
| 7D | +0.1% | +7.1% | -7.0% | -3.0% |
| 30D | +6.8% | -1.6% | +8.4% | +7.0% |
| 3M | +6.7% | -10.5% | +17.3% | +11.5% |
| 6M | +13.8% | +11.8% | +2.0% | +6.5% |
| YTD | +33.8% | +47.3% | -13.4% | +9.3% |
| 1Y | +29.6% | +41.5% | -11.8% | +7.6% |
| 3Y | +203.1% | +95.3% | +107.8% | +105.7% |
| 5Y | +223.8% | +108.1% | +115.7% | +105.0% |
| 10Y | +462.8% | +132.0% | +330.8% | +182.5% |
| All | +647.3% | +327.8% | +319.5% | +264.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling