+9,145.7%
AFL vs WWD
+14,675.7%
-5,530.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +2.9% | +4.0% | -1.1% | +1.5% |
| 30D | +8.0% | +0.4% | +7.5% | +7.3% |
| 3M | +5.9% | -7.9% | +13.8% | +8.0% |
| 6M | +11.6% | -10.6% | +22.3% | +14.0% |
| YTD | +17.5% | +9.4% | +8.1% | +10.3% |
| 1Y | +13.3% | +25.7% | -12.5% | +0.8% |
| 3Y | +67.0% | +148.5% | -81.5% | +13.2% |
| 5Y | +150.6% | +189.5% | -38.9% | +56.6% |
| 10Y | +343.1% | +451.8% | -108.7% | +112.2% |
| All | +9,145.7% | +14,675.7% | -5,530.0% | +2,787.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling