+546.4%
WM vs ARMK
+350.8%
+195.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 6M | -9.5% | +38.8% | -48.3% | -14.7% |
| YTD | +0.5% | +55.2% | -54.7% | -7.1% |
| 1Y | -1.1% | +46.6% | -47.7% | -7.8% |
| 3Y | +46.0% | +112.9% | -66.9% | +26.4% |
| 5Y | +51.8% | +144.0% | -92.2% | +26.5% |
| 10Y | +307.5% | +132.4% | +175.1% | +241.0% |
| All | +546.4% | +350.8% | +195.6% | +399.5% |
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