+134.5%
AFL vs WWD
+187.1%
-52.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | 0.0% |
| 7D | -3.3% | -2.9% | -0.4% | -2.8% |
| 30D | -5.0% | -6.6% | +1.6% | -3.9% |
| 3M | -1.8% | -9.3% | +7.6% | -0.5% |
| 6M | +4.8% | -13.6% | +18.5% | +6.7% |
| YTD | +5.4% | +10.4% | -4.9% | +1.3% |
| 1Y | +9.0% | +39.9% | -30.9% | -1.4% |
| 3Y | +63.0% | +165.0% | -102.0% | +21.0% |
| 5Y | +134.5% | +183.8% | -49.3% | +63.6% |
| All | +134.5% | +187.1% | -52.6% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling