+220.8%
AFRM vs WTW
+65.4%
+155.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.8% |
| 7D | +3.1% | -2.7% | +5.8% | +4.3% |
| 30D | -4.2% | -5.6% | +1.4% | -1.9% |
| 3M | +10.1% | +26.5% | -16.4% | -0.6% |
| 6M | +39.4% | +8.1% | +31.3% | +34.5% |
| YTD | -3.2% | -0.3% | -2.9% | -3.6% |
| 1Y | -16.1% | -0.9% | -15.2% | -16.6% |
| 3Y | +220.8% | +66.6% | +154.2% | +133.8% |
| All | +220.8% | +65.4% | +155.4% | +133.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling