-24.9%
AFRM vs WING
-20.5%
-4.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.0% |
| 7D | -7.0% | -3.9% | -3.1% | -4.7% |
| 30D | -7.8% | -11.6% | +3.8% | -1.6% |
| 3M | +5.3% | -24.2% | +29.5% | +21.3% |
| 6M | +42.6% | -54.1% | +96.7% | +120.0% |
| YTD | -2.8% | -53.9% | +51.1% | +44.7% |
| 1Y | -19.3% | -64.4% | +45.0% | +39.7% |
| 3Y | +231.0% | -30.2% | +261.2% | +148.0% |
| 5Y | -22.2% | -34.1% | +11.9% | -48.4% |
| All | -24.9% | -20.5% | -4.4% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling