+295.8%
AFL vs WCC
+540.7%
-244.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | -0.2% |
| 7D | -1.6% | +1.4% | -3.0% | -2.1% |
| 30D | -4.0% | -2.3% | -1.8% | -3.7% |
| 3M | -0.5% | +3.7% | -4.2% | -2.6% |
| 6M | +6.5% | +34.8% | -28.3% | -4.3% |
| YTD | +6.2% | +46.1% | -40.0% | -7.4% |
| 1Y | +8.3% | +62.7% | -54.5% | -9.3% |
| 3Y | +62.5% | +133.6% | -71.1% | +12.6% |
| 5Y | +136.2% | +226.1% | -89.9% | +33.8% |
| All | +295.8% | +540.7% | -244.9% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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