-19.3%
AFRM vs WST
+37.6%
-56.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.4% |
| 7D | -7.0% | +0.7% | -7.7% | -7.1% |
| 30D | -7.8% | -3.1% | -4.7% | -7.2% |
| 3M | +5.3% | +7.2% | -1.9% | +3.9% |
| 6M | +42.6% | +36.8% | +5.8% | +33.1% |
| YTD | -2.8% | +23.8% | -26.6% | -7.4% |
| 1Y | -19.3% | +37.8% | -57.1% | -22.9% |
| All | -19.3% | +37.6% | -56.9% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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