-24.9%
AFRM vs WCN
+66.5%
-91.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -1.7% |
| 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% | -1.8% |
| 6M | +42.6% | -2.5% | +45.1% | +42.9% |
| YTD | -2.8% | -5.4% | +2.6% | 0.0% |
| 1Y | -19.3% | -8.5% | -10.8% | -15.1% |
| 3Y | +231.0% | +20.8% | +210.2% | +138.4% |
| 5Y | -22.2% | +30.0% | -52.3% | -51.0% |
| All | -24.9% | +66.5% | -91.4% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling