+10.2%
AFRM vs WETO
-99.4%
+109.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.1% | -7.3% | -0.2% |
| 7D | -8.5% | -19.9% | +11.4% | -8.7% |
| 30D | -11.4% | -42.7% | +31.3% | -11.6% |
| 3M | +8.2% | -97.7% | +106.0% | +15.4% |
| 6M | +36.6% | -94.4% | +131.0% | +36.4% |
| YTD | -8.7% | -97.0% | +88.3% | -6.0% |
| 1Y | -19.9% | -98.9% | +79.0% | -14.2% |
| All | +10.2% | -99.4% | +109.5% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling