-29.6%
AFRM vs WING
+21.3%
-50.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.5% | +3.8% |
| 7D | -10.3% | -0.5% | -9.7% | -10.2% |
| 30D | -13.7% | +32.3% | -46.0% | -27.9% |
| 3M | -11.6% | +50.2% | -61.7% | -32.9% |
| 6M | +2.1% | +31.7% | -29.6% | -18.8% |
| YTD | -8.9% | -29.6% | +20.8% | +2.6% |
| 1Y | -9.7% | -29.7% | +20.0% | +1.0% |
| 3Y | +202.5% | -19.8% | +222.2% | +125.3% |
| 5Y | -55.3% | +3.1% | -58.4% | -77.9% |
| All | -29.6% | +21.3% | -50.9% | -69.8% |
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