-55.8%
AFRM vs WTW
+51.8%
-107.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -1.3% |
| 7D | -5.5% | -2.3% | -3.2% | -3.3% |
| 30D | -15.5% | +10.7% | -26.1% | -23.9% |
| 3M | -10.3% | -3.1% | -7.2% | -8.0% |
| 6M | +0.6% | +31.7% | -31.0% | -26.9% |
| YTD | -11.5% | +1.1% | -12.6% | -16.6% |
| 1Y | -16.6% | +4.1% | -20.7% | -24.8% |
| 3Y | +193.5% | +42.1% | +151.4% | +43.6% |
| 5Y | -55.8% | +52.2% | -108.0% | -81.9% |
| All | -55.8% | +51.8% | -107.6% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling