-58.3%
AFRM vs WAB
+203.5%
-261.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.1% | -4.7% |
| 7D | -7.3% | +1.4% | -8.7% | -9.2% |
| 30D | -9.6% | +0.4% | -10.0% | -10.5% |
| 3M | -11.1% | -3.8% | -7.2% | -7.2% |
| 6M | +3.9% | +5.1% | -1.2% | -7.6% |
| YTD | -8.5% | +33.3% | -41.8% | -45.7% |
| 1Y | +3.3% | +39.8% | -36.6% | -43.0% |
| 3Y | +213.7% | +161.1% | +52.7% | -43.1% |
| All | -58.3% | +203.5% | -261.8% | -93.8% |
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