+1,410.6%
AFL vs WCC
+1,713.7%
-303.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.8% | -2.0% |
| 7D | +0.6% | +4.5% | -3.9% | -0.6% |
| 30D | -6.2% | -5.8% | -0.4% | -4.9% |
| 3M | +2.2% | -3.7% | +5.8% | +2.0% |
| 6M | +5.3% | +23.1% | -17.8% | -2.5% |
| YTD | +8.0% | +44.2% | -36.2% | -4.5% |
| 1Y | +10.2% | +62.1% | -51.9% | -6.2% |
| 3Y | +67.1% | +121.1% | -54.0% | +22.9% |
| 5Y | +135.6% | +214.0% | -78.4% | +49.5% |
| 10Y | +299.4% | +472.8% | -173.4% | +94.0% |
| All | +1,410.6% | +1,713.7% | -303.2% | +412.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling