-29.3%
AFRM vs WEC
+63.0%
-92.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -1.7% |
| 7D | -7.3% | -0.2% | -7.1% | -7.2% |
| 30D | -9.6% | +12.3% | -21.9% | -12.0% |
| 3M | -11.1% | +8.3% | -19.3% | -12.8% |
| 6M | +3.9% | +3.5% | +0.4% | +2.9% |
| YTD | -8.5% | +12.7% | -21.2% | -11.9% |
| 1Y | +3.3% | +8.2% | -4.9% | +0.7% |
| 3Y | +213.7% | +55.9% | +157.9% | +168.1% |
| 5Y | -58.5% | +51.2% | -109.8% | -61.2% |
| All | -29.3% | +63.0% | -92.3% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling