-56.0%
AFRM vs WEC
+56.3%
-112.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | -4.4% | +2.3% | -6.7% | -5.3% |
| 30D | -7.7% | +11.1% | -18.7% | -11.5% |
| 3M | -16.9% | +8.4% | -25.3% | -19.6% |
| 6M | +2.5% | +7.5% | -5.0% | -0.9% |
| YTD | -12.5% | +15.3% | -27.9% | -18.9% |
| 1Y | -11.0% | +9.7% | -20.8% | -15.4% |
| 3Y | +184.6% | +64.7% | +119.9% | +108.8% |
| All | -56.0% | +56.3% | -112.3% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling