+18,807.2%
AFL vs WSM
+34,818.5%
-16,011.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -0.7% | +2.6% | -3.3% | -1.2% |
| 30D | -7.1% | -9.5% | +2.4% | -5.3% |
| 3M | +0.4% | +12.9% | -12.5% | -2.2% |
| 6M | +4.5% | +23.0% | -18.5% | -0.2% |
| YTD | +6.1% | +28.9% | -22.8% | +0.1% |
| 1Y | +10.6% | +13.7% | -3.1% | +6.6% |
| 3Y | +64.0% | +232.6% | -168.6% | +21.4% |
| 5Y | +133.7% | +185.9% | -52.1% | +71.8% |
| 10Y | +298.0% | +998.6% | -700.6% | +107.4% |
| All | +18,807.2% | +34,818.5% | -16,011.3% | +5,031.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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