+330.3%
WM vs ARMK
+131.4%
+199.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +3.2% | +2.7% | +0.5% | +2.7% |
| 30D | +13.0% | -1.5% | +14.5% | +13.1% |
| 3M | +9.2% | -11.6% | +20.8% | +11.2% |
| 6M | +13.6% | +6.7% | +6.9% | +12.0% |
| YTD | +12.4% | +47.4% | -35.0% | +4.6% |
| 1Y | +21.2% | +41.5% | -20.3% | +13.6% |
| 3Y | +48.7% | +95.5% | -46.9% | +30.6% |
| 5Y | +61.9% | +108.4% | -46.5% | +38.7% |
| All | +330.3% | +131.4% | +199.0% | +274.7% |
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