+86.8%
WFC vs ARMK
+96.3%
-9.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -2.1% |
| 7D | +1.2% | -2.6% | +3.9% | +2.2% |
| 30D | +5.2% | -5.2% | +10.4% | +7.1% |
| 3M | -3.0% | -6.5% | +3.5% | -1.1% |
| 6M | +6.2% | +15.3% | -9.1% | -1.2% |
| YTD | -7.9% | +43.6% | -51.5% | -22.6% |
| 1Y | +0.3% | +42.1% | -41.8% | -15.4% |
| 3Y | +117.7% | +94.0% | +23.7% | +54.5% |
| All | +86.8% | +96.3% | -9.5% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling