+117.7%
WFC vs ARMK
+91.9%
+25.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -1.6% |
| 7D | +1.2% | -2.6% | +3.9% | +1.9% |
| 30D | +5.2% | -5.2% | +10.4% | +6.6% |
| 3M | -3.0% | -6.5% | +3.5% | -1.6% |
| 6M | +6.2% | +15.3% | -9.1% | +0.6% |
| YTD | -7.9% | +43.6% | -51.5% | -19.3% |
| 1Y | +0.3% | +42.1% | -41.8% | -11.8% |
| 3Y | +117.7% | +94.0% | +23.7% | +82.6% |
| All | +117.7% | +91.9% | +25.8% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling