+769.7%
WWD vs ARMK
+327.1%
+442.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | +3.7% | +2.8% | +0.9% | +2.5% |
| 30D | +1.8% | -1.8% | +3.6% | +2.7% |
| 3M | -5.0% | -10.9% | +5.9% | +0.1% |
| 6M | -8.4% | +21.2% | -29.6% | -16.8% |
| YTD | +12.3% | +47.0% | -34.7% | -6.9% |
| 1Y | +26.2% | +42.9% | -16.6% | +5.9% |
| 3Y | +154.6% | +95.0% | +59.6% | +80.7% |
| 5Y | +195.3% | +106.2% | +89.0% | +99.0% |
| 10Y | +466.3% | +131.6% | +334.7% | +242.2% |
| All | +769.7% | +327.1% | +442.6% | +365.4% |
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