-31.7%
AFRM vs WING
+15.9%
-47.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.5% | -0.3% |
| 7D | -5.5% | -3.9% | -1.6% | -3.6% |
| 30D | -15.5% | +26.6% | -42.1% | -27.5% |
| 3M | -10.3% | +42.5% | -52.8% | -29.8% |
| 6M | +0.6% | +29.4% | -28.8% | -19.3% |
| YTD | -11.5% | -32.8% | +21.2% | +2.3% |
| 1Y | -16.6% | -33.5% | +16.9% | -3.7% |
| 3Y | +193.5% | -23.4% | +216.9% | +124.6% |
| 5Y | -55.8% | -0.4% | -55.4% | -77.7% |
| All | -31.7% | +15.9% | -47.6% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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