-29.4%
AFRM vs WTW
+69.8%
-99.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.7% |
| 7D | -8.5% | -7.8% | -0.7% | -1.9% |
| 30D | -11.4% | -7.9% | -3.5% | -5.0% |
| 3M | +8.2% | +19.9% | -11.7% | -8.8% |
| 6M | +36.6% | +9.8% | +26.8% | +22.7% |
| YTD | -8.7% | -3.3% | -5.3% | -9.0% |
| 1Y | -19.9% | -3.3% | -16.6% | -21.3% |
| 3Y | +202.6% | +61.5% | +141.0% | +52.1% |
| 5Y | -45.0% | +42.6% | -87.6% | -67.8% |
| All | -29.4% | +69.8% | -99.3% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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