-29.4%
AFRM vs WWD
+173.8%
-203.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -4.0% |
| 7D | -7.5% | +4.2% | -11.7% | -10.9% |
| 30D | -15.7% | -0.8% | -14.9% | -15.8% |
| 3M | -9.6% | -8.2% | -1.4% | -4.5% |
| 6M | +6.3% | -9.8% | +16.1% | +11.7% |
| YTD | -8.6% | +10.4% | -19.0% | -22.7% |
| 1Y | -7.6% | +25.5% | -33.1% | -31.8% |
| 3Y | +173.7% | +155.8% | +17.9% | -5.3% |
| 5Y | -56.9% | +187.3% | -244.2% | -87.4% |
| All | -29.4% | +173.8% | -203.2% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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