-29.4%
AFRM vs WEC
+64.8%
-94.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -7.5% | +0.2% | -7.8% | -7.6% |
| 30D | -15.7% | +12.9% | -28.6% | -18.1% |
| 3M | -9.6% | +9.8% | -19.4% | -11.6% |
| 6M | +6.3% | +6.7% | -0.5% | +4.4% |
| YTD | -8.6% | +14.0% | -22.6% | -12.3% |
| 1Y | -7.6% | +7.3% | -14.9% | -9.7% |
| 3Y | +173.7% | +63.8% | +109.9% | +130.9% |
| 5Y | -56.9% | +54.8% | -111.6% | -59.5% |
| All | -29.4% | +64.8% | -94.2% | -30.2% |
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