+336.4%
WM vs ARMK
+123.7%
+212.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.5% | -6.5% | -2.8% |
| 7D | +1.2% | -2.6% | +3.8% | +1.6% |
| 30D | +13.1% | -5.2% | +18.3% | +13.9% |
| 3M | +3.6% | -6.5% | +10.1% | +4.5% |
| 6M | +8.1% | +15.3% | -7.2% | +5.0% |
| YTD | +8.9% | +43.6% | -34.7% | +1.8% |
| 1Y | +20.3% | +42.1% | -21.7% | +12.7% |
| 3Y | +46.2% | +94.0% | -47.8% | +28.6% |
| 5Y | +59.9% | +96.3% | -36.4% | +38.4% |
| All | +336.4% | +123.7% | +212.7% | +281.8% |
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