+16.8%
AFRM vs WETO
-99.4%
+116.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +3.1% | -57.2% | +60.3% | +2.4% |
| 30D | -4.2% | -48.8% | +44.6% | -4.4% |
| 3M | +10.1% | -97.7% | +107.8% | +17.2% |
| 6M | +39.4% | -94.3% | +133.7% | +38.9% |
| YTD | -3.2% | -97.0% | +93.9% | -0.4% |
| 1Y | -16.1% | -98.9% | +82.8% | -10.0% |
| All | +16.8% | -99.4% | +116.2% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling