+10.2%
AFL vs WPM
+53.7%
-43.5%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -1.0% |
| 7D | +0.6% | +1.1% | -0.5% | +0.7% |
| 30D | -6.2% | +26.4% | -32.5% | -4.9% |
| 3M | +2.2% | +20.8% | -18.7% | +3.7% |
| 6M | +5.3% | +1.1% | +4.2% | +6.3% |
| YTD | +8.0% | +32.5% | -24.5% | +9.9% |
| 1Y | +10.2% | +51.5% | -41.3% | +11.9% |
| All | +10.2% | +53.7% | -43.5% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1y: compounded portfolio wealth divided by compounded WPM 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…
1y analysis · Full analysis span regression · 6 months rolling