-56.0%
AFRM vs WU
-43.8%
-12.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -2.0% |
| 7D | -4.4% | -2.0% | -2.4% | -3.3% |
| 30D | -7.7% | +11.4% | -19.1% | -14.7% |
| 3M | -16.9% | -6.8% | -10.1% | -13.7% |
| 6M | +2.5% | -14.6% | +17.1% | +9.7% |
| YTD | -12.5% | -20.6% | +8.1% | -1.9% |
| 1Y | -11.0% | -15.4% | +4.3% | -5.1% |
| 3Y | +184.6% | -23.6% | +208.2% | +205.2% |
| All | -56.0% | -43.8% | -12.2% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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