-31.6%
AFRM vs WPM
+241.9%
-273.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.1% | +2.0% | -1.3% |
| 7D | -8.4% | +16.4% | -24.7% | -13.3% |
| 30D | -18.3% | -1.5% | -16.8% | -18.1% |
| 3M | -12.7% | +2.6% | -15.3% | -13.9% |
| 6M | +3.0% | -1.3% | +4.4% | +2.4% |
| YTD | -11.4% | +16.8% | -28.2% | -18.7% |
| 1Y | -13.3% | +34.1% | -47.5% | -24.4% |
| 3Y | +194.0% | +225.1% | -31.1% | +64.7% |
| 5Y | -50.6% | +234.5% | -285.1% | -73.3% |
| All | -31.6% | +241.9% | -273.5% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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