+618.1%
WELL vs ARMK
+350.8%
+267.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -0.8% | -2.4% | +1.6% | +0.3% |
| 30D | -0.1% | 0.0% | -0.1% | -0.5% |
| 3M | +18.0% | +6.7% | +11.4% | +14.0% |
| 6M | +15.0% | +38.8% | -23.8% | -2.3% |
| YTD | +28.6% | +55.2% | -26.6% | +3.2% |
| 1Y | +42.9% | +46.6% | -3.7% | +17.2% |
| 3Y | +203.0% | +112.9% | +90.1% | +98.6% |
| 5Y | +206.9% | +144.0% | +62.9% | +79.7% |
| 10Y | +339.5% | +132.4% | +207.1% | +119.0% |
| All | +618.1% | +350.8% | +267.3% | +244.3% |
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 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