+278.8%
WMB vs ARMK
+144.6%
+134.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +0.6% | -2.4% | +3.0% | +1.1% |
| 30D | +3.3% | 0.0% | +3.2% | +3.1% |
| 3M | +3.1% | +6.7% | -3.5% | +1.4% |
| 6M | -0.7% | +38.8% | -39.5% | -8.7% |
| YTD | +25.2% | +55.2% | -30.0% | +11.6% |
| 1Y | +32.9% | +46.6% | -13.7% | +20.0% |
| 3Y | +140.6% | +112.9% | +27.7% | +93.0% |
| All | +278.8% | +144.6% | +134.1% | +186.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling