-10.6%
AFRM vs WWD
+25.3%
-35.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -1.7% |
| 7D | -7.5% | +4.2% | -11.7% | -8.8% |
| 30D | -15.7% | -0.8% | -14.9% | -15.6% |
| 3M | -9.6% | -8.2% | -1.4% | -7.5% |
| 6M | +6.3% | -9.8% | +16.1% | +8.5% |
| YTD | -8.6% | +10.4% | -19.0% | -12.9% |
| All | -10.6% | +25.3% | -35.8% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling