+280.9%
WMB vs ARMK
+130.7%
+150.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | +1.6% | +2.8% | -1.2% | +0.6% |
| 30D | -7.1% | -1.8% | -5.3% | -6.5% |
| 3M | -4.0% | -10.9% | +6.9% | -0.1% |
| 6M | -5.7% | +21.2% | -27.0% | -12.7% |
| YTD | +17.2% | +47.0% | -29.8% | +0.5% |
| 1Y | +17.2% | +42.9% | -25.7% | +1.5% |
| 3Y | +121.1% | +95.0% | +26.1% | +65.6% |
| 5Y | +197.2% | +106.2% | +91.0% | +111.5% |
| 10Y | +280.9% | +131.6% | +149.3% | +121.3% |
| All | +280.9% | +130.7% | +150.2% | +121.3% |
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 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