+213.7%
AFRM vs WCN
+45.2%
+168.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -1.8% |
| 7D | -7.3% | +2.9% | -10.2% | -8.1% |
| 30D | -9.6% | +22.1% | -31.7% | -15.8% |
| 3M | -11.1% | +13.2% | -24.2% | -14.8% |
| 6M | +3.9% | +23.7% | -19.8% | -4.5% |
| YTD | -8.5% | +8.7% | -17.2% | -10.5% |
| 1Y | +3.3% | +15.3% | -12.1% | -2.2% |
| 3Y | +213.7% | +46.0% | +167.7% | +139.2% |
| All | +213.7% | +45.2% | +168.6% | +139.2% |
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