-29.3%
AFRM vs WING
+18.8%
-48.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.4% |
| 7D | -7.3% | +9.0% | -16.3% | -12.1% |
| 30D | -9.6% | +39.9% | -49.5% | -26.7% |
| 3M | -11.1% | +40.4% | -51.5% | -29.6% |
| 6M | +3.9% | +12.9% | -9.0% | -9.0% |
| YTD | -8.5% | -31.1% | +22.6% | +4.7% |
| 1Y | +3.3% | -32.7% | +36.0% | +18.9% |
| 3Y | +213.7% | -19.8% | +233.5% | +132.1% |
| 5Y | -58.5% | +4.0% | -62.5% | -79.5% |
| All | -29.3% | +18.8% | -48.1% | -69.2% |
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