+794.9%
WPM vs ARMK
+350.8%
+444.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | +1.1% | -2.4% | +3.5% | +1.2% |
| 30D | +26.4% | 0.0% | +26.3% | +26.3% |
| 3M | +20.8% | +6.7% | +14.2% | +20.4% |
| 6M | +1.1% | +38.8% | -37.7% | -0.7% |
| YTD | +32.5% | +55.2% | -22.7% | +29.4% |
| 1Y | +51.5% | +46.6% | +4.9% | +48.3% |
| 3Y | +267.0% | +112.9% | +154.1% | +253.8% |
| 5Y | +250.1% | +144.0% | +106.2% | +237.3% |
| 10Y | +540.4% | +132.4% | +407.9% | +547.0% |
| All | +794.9% | +350.8% | +444.1% | +840.9% |
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