-29.4%
AFRM vs WSM
+391.1%
-420.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -2.5% |
| 7D | -7.5% | +0.9% | -8.4% | -8.1% |
| 30D | -15.7% | +8.6% | -24.3% | -21.0% |
| 3M | -9.6% | +4.2% | -13.8% | -12.5% |
| 6M | +6.3% | +44.6% | -38.3% | -21.2% |
| YTD | -8.6% | +48.5% | -57.1% | -34.3% |
| 1Y | -7.6% | +34.7% | -42.3% | -28.2% |
| 3Y | +173.7% | +271.0% | -97.4% | -26.7% |
| 5Y | -56.9% | +180.9% | -237.8% | -87.1% |
| All | -29.4% | +391.1% | -420.5% | -80.0% |
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