+184.6%
AFRM vs WCN
+52.1%
+132.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.4% | +2.6% | -7.0% | -5.2% |
| 30D | -7.7% | +23.9% | -31.6% | -14.5% |
| 3M | -16.9% | +17.4% | -34.3% | -21.4% |
| 6M | +2.5% | +28.0% | -25.5% | -7.1% |
| YTD | -12.5% | +11.6% | -24.1% | -15.2% |
| 1Y | -11.0% | +16.9% | -27.9% | -16.0% |
| 3Y | +184.6% | +51.6% | +133.0% | +117.0% |
| All | +184.6% | +52.1% | +132.5% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling