-20.9%
AFRM vs WAB
+222.7%
-243.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.6% |
| 7D | -7.0% | -3.2% | -3.8% | -2.7% |
| 30D | -7.8% | -4.4% | -3.4% | -2.1% |
| 3M | +5.3% | +7.9% | -2.5% | -8.3% |
| 6M | +42.6% | +8.7% | +33.9% | +19.8% |
| YTD | -2.8% | +33.0% | -35.8% | -40.7% |
| 1Y | -19.3% | +46.7% | -66.0% | -58.1% |
| 3Y | +231.0% | +153.0% | +78.0% | -31.6% |
| All | -20.9% | +222.7% | -243.7% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling