+1.9%
WY vs ARMK
+131.4%
-129.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -0.8% | +2.7% | -3.5% | -1.9% |
| 30D | +10.1% | -1.5% | +11.6% | +10.1% |
| 3M | -15.4% | -11.6% | -3.8% | -11.7% |
| 6M | -8.3% | +6.7% | -15.1% | -11.8% |
| YTD | -9.8% | +47.4% | -57.2% | -24.4% |
| 1Y | -3.9% | +41.5% | -45.4% | -18.2% |
| 3Y | -23.3% | +95.5% | -118.9% | -44.3% |
| 5Y | -31.2% | +108.4% | -139.6% | -52.4% |
| All | +1.9% | +131.4% | -129.4% | -32.6% |
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 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