-20.9%
AFRM vs WPM
+254.8%
-275.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.6% | -2.2% |
| 7D | -7.0% | +1.1% | -8.0% | -7.2% |
| 30D | -7.8% | +26.4% | -34.2% | -15.5% |
| 3M | +5.3% | +20.8% | -15.5% | -2.2% |
| 6M | +42.6% | +1.1% | +41.5% | +39.9% |
| YTD | -2.8% | +32.5% | -35.3% | -15.0% |
| 1Y | -19.3% | +51.5% | -70.8% | -33.9% |
| 3Y | +231.0% | +267.0% | -36.0% | +64.9% |
| All | -20.9% | +254.8% | -275.7% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling