+742.8%
AFL vs WPM
+5,972.6%
-5,229.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -0.7% | +7.0% | -7.8% | -1.7% |
| 30D | -7.1% | +15.7% | -22.9% | -9.3% |
| 3M | +0.4% | +35.2% | -34.8% | -4.6% |
| 6M | +4.5% | +6.1% | -1.6% | +2.3% |
| YTD | +6.1% | +32.6% | -26.5% | -0.3% |
| 1Y | +10.6% | +46.9% | -36.3% | +1.8% |
| 3Y | +64.0% | +276.3% | -212.3% | +28.2% |
| 5Y | +133.7% | +260.0% | -126.3% | +81.1% |
| 10Y | +298.0% | +508.5% | -210.5% | +166.6% |
| All | +742.8% | +5,972.6% | -5,229.8% | +235.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling