+134.5%
AFL vs WPM
+252.7%
-118.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | -0.1% |
| 7D | -3.3% | -3.6% | +0.3% | -3.1% |
| 30D | -5.0% | +12.5% | -17.5% | -5.6% |
| 3M | -1.8% | +40.6% | -42.4% | -3.9% |
| 6M | +4.8% | +0.5% | +4.3% | +4.8% |
| YTD | +5.4% | +29.0% | -23.6% | +2.6% |
| 1Y | +9.0% | +43.8% | -34.8% | +4.6% |
| 3Y | +63.0% | +266.3% | -203.2% | +39.3% |
| 5Y | +134.5% | +255.1% | -120.6% | +94.1% |
| All | +134.5% | +252.7% | -118.2% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling