+495.3%
WWD vs ARMK
+134.7%
+360.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -5.1% | +2.4% | -7.5% | -6.4% |
| 3M | -11.2% | +6.1% | -17.3% | -13.9% |
| 6M | -12.0% | +41.8% | -53.8% | -25.8% |
| YTD | +12.0% | +55.5% | -43.6% | -10.0% |
| 1Y | +42.8% | +49.6% | -6.8% | +16.7% |
| 3Y | +168.9% | +122.8% | +46.2% | +77.5% |
| 5Y | +192.2% | +151.0% | +41.2% | +77.0% |
| 10Y | +495.3% | +137.9% | +357.3% | +267.6% |
| All | +495.3% | +134.7% | +360.5% | +267.6% |
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