+303.7%
WMB vs ARMK
+131.8%
+171.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +0.6% | -2.4% | +3.0% | +1.4% |
| 30D | +3.3% | 0.0% | +3.2% | +3.0% |
| 3M | +3.1% | +6.7% | -3.5% | +0.5% |
| 6M | -0.7% | +38.8% | -39.5% | -12.6% |
| YTD | +25.2% | +55.2% | -30.0% | +5.4% |
| 1Y | +32.9% | +46.6% | -13.7% | +13.9% |
| 3Y | +140.6% | +112.9% | +27.7% | +74.2% |
| 5Y | +273.5% | +144.0% | +129.5% | +147.8% |
| All | +303.7% | +131.8% | +171.9% | +139.2% |
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