-20.9%
AFRM vs WCC
+216.1%
-237.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -5.8% |
| 7D | -7.0% | +4.5% | -11.4% | -10.4% |
| 30D | -7.8% | -5.8% | -2.0% | -4.2% |
| 3M | +5.3% | -3.7% | +9.0% | +5.7% |
| 6M | +42.6% | +23.1% | +19.6% | +12.4% |
| YTD | -2.8% | +44.2% | -46.9% | -35.0% |
| 1Y | -19.3% | +62.1% | -81.4% | -53.0% |
| 3Y | +231.0% | +121.1% | +109.9% | +30.6% |
| All | -20.9% | +216.1% | -237.0% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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