+49.3%
WM vs ARMK
+83.8%
-34.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.0% | +1.7% |
| 7D | +4.5% | -10.2% | +14.7% | +5.9% |
| 30D | +16.1% | -9.3% | +25.3% | +17.4% |
| 3M | +8.0% | -11.4% | +19.4% | +9.6% |
| 6M | +8.4% | +11.6% | -3.2% | +5.7% |
| YTD | +11.2% | +37.5% | -26.3% | +4.7% |
| 1Y | +22.3% | +34.9% | -12.6% | +15.4% |
| All | +49.3% | +83.8% | -34.5% | +35.7% |
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 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