+687.1%
WPM vs ARMK
+317.2%
+369.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.5% | +2.6% |
| 7D | +16.9% | -2.6% | +19.6% | +17.1% |
| 30D | +2.0% | -5.2% | +7.2% | +2.3% |
| 3M | +8.9% | -6.5% | +15.4% | +9.3% |
| 6M | +1.6% | +15.3% | -13.7% | +0.7% |
| YTD | +16.5% | +43.6% | -27.1% | +14.3% |
| 1Y | +42.2% | +42.1% | +0.2% | +39.6% |
| 3Y | +213.3% | +94.0% | +119.3% | +203.5% |
| 5Y | +249.9% | +96.3% | +153.7% | +237.8% |
| 10Y | +549.4% | +126.7% | +422.7% | +560.4% |
| All | +687.1% | +317.2% | +369.9% | +731.1% |
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