-58.3%
AFRM vs WAT
+32.4%
-90.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -3.0% |
| 7D | -7.3% | -1.1% | -6.2% | -6.4% |
| 30D | -9.6% | +5.0% | -14.5% | -13.2% |
| 3M | -11.1% | +14.5% | -25.5% | -20.6% |
| 6M | +3.9% | +30.9% | -27.1% | -17.8% |
| YTD | -8.5% | +20.5% | -29.0% | -24.2% |
| 1Y | +3.3% | +23.3% | -20.0% | -16.4% |
| 3Y | +213.7% | +81.5% | +132.2% | +35.2% |
| All | -58.3% | +32.4% | -90.7% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling