-31.6%
AFRM vs WAB
+274.9%
-306.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.8% | -5.2% |
| 7D | -8.4% | +4.0% | -12.4% | -12.9% |
| 30D | -18.3% | +6.3% | -24.6% | -24.7% |
| 3M | -12.7% | +3.3% | -16.0% | -17.0% |
| 6M | +3.0% | +14.5% | -11.4% | -16.4% |
| YTD | -11.4% | +42.7% | -54.1% | -48.4% |
| 1Y | -13.3% | +45.2% | -58.5% | -50.7% |
| 3Y | +194.0% | +173.8% | +20.3% | -31.8% |
| 5Y | -50.6% | +223.8% | -274.4% | -90.3% |
| All | -31.6% | +274.9% | -306.4% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling