-32.4%
AFRM vs WAT
+71.6%
-104.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -4.4% | +0.6% | -5.0% | -5.0% |
| 30D | -7.7% | +5.4% | -13.1% | -11.6% |
| 3M | -16.9% | +11.3% | -28.2% | -24.0% |
| 6M | +2.5% | +37.4% | -34.9% | -21.7% |
| YTD | -12.5% | +21.2% | -33.7% | -27.8% |
| 1Y | -11.0% | +21.3% | -32.4% | -26.8% |
| 3Y | +184.6% | +83.4% | +101.2% | +28.7% |
| 5Y | -56.3% | +29.0% | -85.3% | -68.2% |
| All | -32.4% | +71.6% | -104.0% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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