-26.0%
AFRM vs WTW
+45.2%
-71.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.6% | -1.9% | -1.8% |
| 7D | -8.0% | -7.1% | -0.9% | -0.8% |
| 30D | -9.8% | -8.5% | -1.2% | -1.2% |
| 3M | +4.7% | +20.6% | -15.9% | -15.7% |
| 6M | +34.1% | +7.2% | +26.9% | +20.5% |
| YTD | -8.4% | -3.9% | -4.6% | -8.7% |
| 1Y | -22.9% | -3.6% | -19.3% | -24.9% |
| 3Y | +203.3% | +60.7% | +142.6% | +13.0% |
| 5Y | -26.0% | +42.2% | -68.1% | -65.1% |
| All | -26.0% | +45.2% | -71.2% | -65.1% |
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