+259.9%
WMB vs ARMK
+131.1%
+128.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.2% |
| 7D | -6.7% | +0.9% | -7.6% | -6.9% |
| 30D | -8.6% | -0.4% | -8.2% | -8.5% |
| 3M | -4.9% | -2.0% | -3.0% | -4.5% |
| 6M | -6.3% | +22.0% | -28.3% | -13.4% |
| YTD | +13.0% | +49.6% | -36.6% | -3.7% |
| 1Y | +14.9% | +46.4% | -31.4% | -1.3% |
| 3Y | +113.4% | +103.2% | +10.2% | +57.4% |
| 5Y | +190.2% | +108.1% | +82.0% | +105.9% |
| 10Y | +259.9% | +129.4% | +130.4% | +106.5% |
| All | +259.9% | +131.1% | +128.7% | +106.5% |
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 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