-31.7%
AFRM vs WCN
+96.2%
-127.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.6% |
| 7D | -5.5% | +1.2% | -6.7% | -6.3% |
| 30D | -15.5% | +26.4% | -41.9% | -30.0% |
| 3M | -10.3% | +17.5% | -27.8% | -21.3% |
| 6M | +0.6% | +28.7% | -28.1% | -19.4% |
| YTD | -11.5% | +11.5% | -23.1% | -20.4% |
| 1Y | -16.6% | +15.9% | -32.5% | -27.9% |
| 3Y | +193.5% | +51.6% | +142.0% | +73.0% |
| 5Y | -55.8% | +47.9% | -103.7% | -75.0% |
| All | -31.7% | +96.2% | -127.9% | -51.1% |
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