+53.9%
WM vs ARMK
+144.6%
-90.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.1% |
| 7D | -0.3% | -2.4% | +2.1% | +0.1% |
| 30D | -2.4% | 0.0% | -2.4% | -2.5% |
| 3M | +0.4% | +6.7% | -6.2% | -0.7% |
| 6M | -9.5% | +38.8% | -48.3% | -14.4% |
| YTD | +0.5% | +55.2% | -54.7% | -6.8% |
| 1Y | -1.1% | +46.6% | -47.7% | -7.5% |
| 3Y | +46.0% | +112.9% | -66.9% | +27.5% |
| All | +53.9% | +144.6% | -90.7% | +29.3% |
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