-31.7%
AFRM vs WWD
+172.9%
-204.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -1.0% | -1.4% |
| 7D | -5.5% | +8.2% | -13.6% | -11.4% |
| 30D | -15.5% | -0.2% | -15.3% | -15.9% |
| 3M | -10.3% | -8.4% | -1.9% | -4.9% |
| 6M | +0.6% | -9.5% | +10.1% | +5.4% |
| YTD | -11.5% | +10.1% | -21.6% | -25.0% |
| 1Y | -16.6% | +21.6% | -38.2% | -36.6% |
| 3Y | +193.5% | +149.6% | +44.0% | +4.5% |
| 5Y | -55.8% | +191.3% | -247.1% | -87.1% |
| All | -31.7% | +172.9% | -204.6% | -79.4% |
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