+345.7%
WM vs ARMK
+114.2%
+231.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.0% | +1.8% |
| 7D | +4.5% | -10.2% | +14.7% | +6.3% |
| 30D | +16.1% | -9.3% | +25.3% | +17.7% |
| 3M | +8.0% | -11.4% | +19.4% | +9.9% |
| 6M | +8.4% | +11.6% | -3.2% | +5.9% |
| YTD | +11.2% | +37.5% | -26.3% | +4.8% |
| 1Y | +22.3% | +34.9% | -12.6% | +15.5% |
| 3Y | +50.2% | +83.4% | -33.2% | +33.4% |
| 5Y | +63.3% | +87.9% | -24.6% | +42.4% |
| All | +345.7% | +114.2% | +231.5% | +292.8% |
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