-29.3%
AFRM vs WCN
+91.3%
-120.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -1.2% |
| 7D | -7.3% | +2.9% | -10.2% | -9.2% |
| 30D | -9.6% | +22.1% | -31.7% | -23.2% |
| 3M | -11.1% | +13.2% | -24.2% | -19.7% |
| 6M | +3.9% | +23.7% | -19.8% | -14.1% |
| YTD | -8.5% | +8.7% | -17.2% | -16.1% |
| 1Y | +3.3% | +15.3% | -12.1% | -10.9% |
| 3Y | +213.7% | +46.0% | +167.7% | +91.1% |
| 5Y | -58.5% | +45.9% | -104.4% | -76.2% |
| All | -29.3% | +91.3% | -120.6% | -48.4% |
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