-29.4%
AFRM vs WCN
+92.2%
-121.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.5% |
| 7D | -7.5% | +1.2% | -8.7% | -8.3% |
| 30D | -15.7% | +24.6% | -40.3% | -29.5% |
| 3M | -9.6% | +14.2% | -23.8% | -18.9% |
| 6M | +6.3% | +25.7% | -19.4% | -13.3% |
| YTD | -8.6% | +9.3% | -17.9% | -16.5% |
| 1Y | -7.6% | +15.3% | -22.9% | -20.2% |
| 3Y | +173.7% | +48.6% | +125.1% | +63.7% |
| 5Y | -56.9% | +46.9% | -103.8% | -75.4% |
| All | -29.4% | +92.2% | -121.6% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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