+279.7%
WPM vs ARMK
+120.0%
+159.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +1.1% | -2.4% | +3.5% | +1.7% |
| 30D | +26.4% | 0.0% | +26.3% | +26.2% |
| 3M | +20.8% | +6.7% | +14.2% | +18.8% |
| 6M | +1.1% | +38.8% | -37.7% | -7.0% |
| YTD | +32.5% | +55.2% | -22.7% | +19.2% |
| 1Y | +51.5% | +46.6% | +4.9% | +37.5% |
| All | +279.7% | +120.0% | +159.7% | +209.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling