+61.8%
AFL vs WCC
+129.2%
-67.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -2.1% | +6.8% | -8.9% | -2.5% |
| 30D | -5.4% | -3.0% | -2.4% | -5.3% |
| 3M | -0.3% | +0.2% | -0.5% | -0.4% |
| 6M | +5.2% | +33.2% | -28.0% | +2.2% |
| YTD | +5.7% | +45.8% | -40.1% | +1.6% |
| 1Y | +10.2% | +68.4% | -58.2% | +4.1% |
| All | +61.8% | +129.2% | -67.5% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling