+607.1%
WM vs ARMK
+315.5%
+291.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +2.3% |
| 7D | +5.9% | -5.8% | +11.7% | +6.9% |
| 30D | +15.4% | -5.3% | +20.7% | +16.3% |
| 3M | +6.3% | -6.7% | +13.1% | +7.3% |
| 6M | +5.6% | +17.4% | -11.8% | +2.3% |
| YTD | +9.9% | +43.0% | -33.1% | +2.8% |
| 1Y | +20.8% | +40.3% | -19.5% | +13.3% |
| 3Y | +48.5% | +90.8% | -42.3% | +30.8% |
| 5Y | +60.6% | +102.2% | -41.6% | +38.1% |
| 10Y | +349.8% | +125.8% | +224.0% | +277.1% |
| All | +607.1% | +315.5% | +291.6% | +452.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling