-32.4%
AFRM vs WAB
+268.1%
-300.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.1% |
| 7D | -4.4% | +5.1% | -9.5% | -10.3% |
| 30D | -7.7% | +4.0% | -11.7% | -12.6% |
| 3M | -16.9% | +0.1% | -17.0% | -18.0% |
| 6M | +2.5% | +12.8% | -10.3% | -15.4% |
| YTD | -12.5% | +40.1% | -52.6% | -47.9% |
| 1Y | -11.0% | +46.4% | -57.4% | -50.2% |
| 3Y | +184.6% | +167.4% | +17.2% | -32.0% |
| 5Y | -56.3% | +215.0% | -271.3% | -91.2% |
| All | -32.4% | +268.1% | -300.5% | -86.1% |
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