+789.4%
WWD vs ARMK
+350.8%
+438.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.5% |
| 7D | +1.3% | -2.4% | +3.7% | +2.4% |
| 30D | -7.2% | 0.0% | -7.2% | -7.4% |
| 3M | -3.8% | +6.7% | -10.5% | -6.9% |
| 6M | -9.9% | +38.8% | -48.7% | -23.0% |
| YTD | +14.8% | +55.2% | -40.4% | -7.1% |
| 1Y | +42.1% | +46.6% | -4.5% | +17.7% |
| 3Y | +170.8% | +112.9% | +57.9% | +84.4% |
| 5Y | +197.5% | +144.0% | +53.5% | +85.1% |
| 10Y | +477.8% | +132.4% | +345.4% | +247.0% |
| All | +789.4% | +350.8% | +438.5% | +364.4% |
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