-24.9%
AFRM vs WST
+14.9%
-39.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.2% |
| 7D | -7.0% | +0.7% | -7.7% | -7.3% |
| 30D | -7.8% | -3.1% | -4.7% | -6.3% |
| 3M | +5.3% | +7.2% | -1.9% | +1.2% |
| 6M | +42.6% | +36.8% | +5.8% | +18.7% |
| YTD | -2.8% | +23.8% | -26.6% | -15.4% |
| 1Y | -19.3% | +37.8% | -57.1% | -34.7% |
| 3Y | +231.0% | -15.9% | +246.9% | +217.5% |
| 5Y | -22.2% | -25.8% | +3.6% | -17.4% |
| All | -24.9% | +14.9% | -39.8% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling