+1.2%
WY vs ARMK
+130.7%
-129.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -5.1% | +2.8% | -7.8% | -6.2% |
| 30D | +9.0% | -1.8% | +10.8% | +9.1% |
| 3M | -16.7% | -10.9% | -5.8% | -13.4% |
| 6M | -10.3% | +21.2% | -31.5% | -18.2% |
| YTD | -10.5% | +47.0% | -57.5% | -24.9% |
| 1Y | -5.9% | +42.9% | -48.8% | -20.2% |
| 3Y | -24.7% | +95.0% | -119.7% | -45.3% |
| 5Y | -31.5% | +106.2% | -137.7% | -52.4% |
| All | +1.2% | +130.7% | -129.6% | -33.0% |
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