-20.9%
AFRM vs WCN
+30.3%
-51.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -1.6% |
| 7D | -7.0% | -0.6% | -6.3% | -6.4% |
| 30D | -7.8% | +0.4% | -8.2% | -8.1% |
| 3M | +5.3% | +7.3% | -2.0% | -2.4% |
| 6M | +42.6% | -2.5% | +45.1% | +42.8% |
| YTD | -2.8% | -5.4% | +2.6% | +0.2% |
| 1Y | -19.3% | -8.5% | -10.8% | -14.9% |
| 3Y | +231.0% | +20.8% | +210.2% | +126.6% |
| All | -20.9% | +30.3% | -51.3% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling