-20.9%
AFRM vs WSM
+179.2%
-200.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -4.4% |
| 7D | -7.0% | -3.3% | -3.7% | -4.2% |
| 30D | -7.8% | -8.4% | +0.6% | -0.6% |
| 3M | +5.3% | +9.7% | -4.3% | -3.2% |
| 6M | +42.6% | +16.7% | +26.0% | +23.4% |
| YTD | -2.8% | +28.7% | -31.5% | -23.7% |
| 1Y | -19.3% | +13.7% | -33.0% | -29.9% |
| 3Y | +231.0% | +230.1% | +0.9% | -26.8% |
| All | -20.9% | +179.2% | -200.1% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling