+26.5%
WY vs ARMK
+350.8%
-324.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | -1.7% | -2.4% | +0.7% | -0.8% |
| 30D | -10.1% | 0.0% | -10.1% | -10.4% |
| 3M | -5.1% | +6.7% | -11.8% | -8.0% |
| 6M | -4.8% | +38.8% | -43.6% | -17.3% |
| YTD | -0.2% | +55.2% | -55.4% | -17.5% |
| 1Y | -6.6% | +46.6% | -53.2% | -21.1% |
| 3Y | -22.7% | +112.9% | -135.6% | -45.4% |
| 5Y | -22.2% | +144.0% | -166.2% | -49.1% |
| 10Y | +7.3% | +132.4% | -125.1% | -30.9% |
| All | +26.5% | +350.8% | -324.3% | -29.1% |
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