-29.3%
AFRM vs WPM
+241.2%
-270.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -3.2% |
| 7D | -7.3% | +16.9% | -24.2% | -12.4% |
| 30D | -9.6% | +2.0% | -11.5% | -10.3% |
| 3M | -11.1% | +8.9% | -20.0% | -14.1% |
| 6M | +3.9% | +1.6% | +2.3% | +2.1% |
| YTD | -8.5% | +16.5% | -25.0% | -15.9% |
| 1Y | +3.3% | +42.2% | -38.9% | -11.6% |
| 3Y | +213.7% | +213.3% | +0.4% | +78.6% |
| 5Y | -58.5% | +249.9% | -308.5% | -77.7% |
| All | -29.3% | +241.2% | -270.5% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling