+132.1%
WFC vs ARMK
+136.6%
-4.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.8% |
| 7D | +1.1% | +1.7% | -0.6% | +0.4% |
| 30D | +0.8% | +3.1% | -2.3% | -0.7% |
| 3M | +9.3% | +9.2% | 0.0% | +5.2% |
| 6M | +10.6% | +43.7% | -33.0% | -4.9% |
| YTD | -4.1% | +57.4% | -61.4% | -20.7% |
| 1Y | +13.6% | +51.9% | -38.3% | -5.0% |
| 3Y | +130.7% | +125.4% | +5.3% | +61.5% |
| 5Y | +126.7% | +149.1% | -22.4% | +49.8% |
| 10Y | +132.1% | +135.4% | -3.3% | +60.1% |
| All | +132.1% | +136.6% | -4.5% | +60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling