-25.2%
AFRM vs WSM
+326.3%
-351.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +3.1% | +2.6% | +0.5% | +0.9% |
| 30D | -4.2% | -9.5% | +5.3% | +3.6% |
| 3M | +10.1% | +12.9% | -2.8% | -0.3% |
| 6M | +39.4% | +23.0% | +16.4% | +17.5% |
| YTD | -3.2% | +28.9% | -32.1% | -22.1% |
| 1Y | -16.1% | +13.7% | -29.7% | -25.9% |
| 3Y | +220.8% | +232.6% | -11.8% | -7.9% |
| 5Y | -17.7% | +185.9% | -203.5% | -73.4% |
| All | -25.2% | +326.3% | -351.5% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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