+269.9%
WMB vs ARMK
+317.2%
-47.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.7% | -2.0% |
| 7D | -13.8% | -2.6% | -11.2% | -12.9% |
| 30D | -10.3% | -5.2% | -5.1% | -8.5% |
| 3M | -10.1% | -6.5% | -3.5% | -8.0% |
| 6M | -11.8% | +15.3% | -27.1% | -17.2% |
| YTD | +8.9% | +43.6% | -34.6% | -6.6% |
| 1Y | +14.0% | +42.1% | -28.1% | -2.0% |
| 3Y | +100.5% | +94.0% | +6.5% | +47.6% |
| 5Y | +179.5% | +96.3% | +83.3% | +98.3% |
| 10Y | +272.7% | +126.7% | +146.1% | +109.9% |
| All | +269.9% | +317.2% | -47.3% | +93.4% |
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