+295.8%
AFL vs WPM
+558.4%
-262.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.6% |
| 7D | -1.6% | -0.6% | -1.1% | -1.6% |
| 30D | -4.0% | +14.4% | -18.4% | -4.8% |
| 3M | -0.5% | +37.0% | -37.5% | -2.3% |
| 6M | +6.5% | +4.1% | +2.4% | +6.0% |
| YTD | +6.2% | +31.7% | -25.5% | +3.8% |
| 1Y | +8.3% | +44.2% | -35.9% | +5.0% |
| 3Y | +62.5% | +265.5% | -202.9% | +46.8% |
| 5Y | +136.2% | +262.5% | -126.3% | +111.3% |
| All | +295.8% | +558.4% | -262.6% | +253.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling