-16.1%
AFRM vs WSM
+14.1%
-30.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +3.1% | +2.6% | +0.5% | +1.4% |
| 30D | -4.2% | -9.5% | +5.3% | +2.0% |
| 3M | +10.1% | +12.9% | -2.8% | +2.4% |
| 6M | +39.4% | +23.0% | +16.4% | +22.8% |
| YTD | -3.2% | +28.9% | -32.1% | -16.7% |
| 1Y | -16.1% | +13.7% | -29.7% | -28.2% |
| All | -16.1% | +14.1% | -30.2% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling