+758.3%
WWD vs ARMK
+330.5%
+427.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | +0.4% | -0.7% | +1.1% | +0.8% |
| 30D | -0.4% | -1.3% | +0.9% | +0.3% |
| 3M | -6.1% | -2.5% | -3.6% | -5.2% |
| 6M | -9.5% | +20.8% | -30.3% | -17.7% |
| YTD | +10.8% | +48.2% | -37.4% | -8.5% |
| 1Y | +23.5% | +45.7% | -22.2% | +2.7% |
| 3Y | +151.3% | +96.6% | +54.7% | +77.7% |
| 5Y | +187.8% | +106.6% | +81.2% | +93.9% |
| 10Y | +461.1% | +132.6% | +328.5% | +238.3% |
| All | +758.3% | +330.5% | +427.8% | +357.7% |
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