+2.5%
WFC vs ARMK
+41.1%
-38.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.2% | +6.4% | +2.7% |
| 7D | +4.5% | -5.8% | +10.3% | +5.2% |
| 30D | +7.4% | -5.3% | +12.6% | +7.9% |
| 3M | -0.5% | -6.7% | +6.2% | +0.2% |
| 6M | +11.7% | +17.4% | -5.7% | +7.2% |
| YTD | -4.6% | +43.0% | -47.7% | -11.5% |
| 1Y | +2.5% | +40.3% | -37.8% | -4.4% |
| All | +2.5% | +41.1% | -38.6% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling