+674.1%
WPM vs ARMK
+125.8%
+548.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.1% | -5.0% |
| 7D | +16.4% | -0.7% | +17.1% | +16.4% |
| 30D | -1.5% | -1.3% | -0.2% | -1.4% |
| 3M | +2.6% | -2.5% | +5.0% | +2.7% |
| 6M | -1.3% | +20.8% | -22.1% | -2.5% |
| YTD | +16.8% | +48.2% | -31.4% | +14.1% |
| 1Y | +34.1% | +45.7% | -11.6% | +31.2% |
| 3Y | +225.1% | +96.6% | +128.6% | +213.4% |
| 5Y | +234.5% | +106.6% | +127.9% | +221.1% |
| 10Y | +674.1% | +132.6% | +541.5% | +712.8% |
| All | +674.1% | +125.8% | +548.3% | +712.8% |
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