+61.8%
AFL vs WWD
+167.9%
-106.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -2.1% | +0.6% | -2.8% | -2.2% |
| 30D | -5.4% | -5.1% | -0.3% | -4.9% |
| 3M | -0.3% | -11.2% | +11.0% | +0.8% |
| 6M | +5.2% | -12.0% | +17.2% | +6.1% |
| YTD | +5.7% | +12.0% | -6.3% | +2.2% |
| 1Y | +10.2% | +42.8% | -32.6% | +1.6% |
| All | +61.8% | +167.9% | -106.1% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 3y: compounded portfolio wealth divided by compounded WWD 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…
3y analysis · Full analysis span regression · 6 months rolling