+146.3%
WWD vs ARMK
+91.9%
+54.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.5% | -1.0% | +1.7% |
| 7D | +4.2% | -2.6% | +6.8% | +5.2% |
| 30D | -2.1% | -5.2% | +3.1% | -0.1% |
| 3M | -13.2% | -6.5% | -6.7% | -11.1% |
| 6M | -16.9% | +15.3% | -32.1% | -21.6% |
| YTD | +5.2% | +43.6% | -38.4% | -9.0% |
| 1Y | +20.6% | +42.1% | -21.5% | +4.6% |
| 3Y | +146.3% | +94.0% | +52.3% | +99.6% |
| All | +146.3% | +91.9% | +54.4% | +99.6% |
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 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