-9.7%
AFRM vs WWD
+25.8%
-35.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.5% | +2.4% |
| 7D | -10.3% | +3.7% | -14.0% | -11.3% |
| 30D | -13.7% | +1.8% | -15.5% | -14.3% |
| 3M | -11.6% | -5.0% | -6.6% | -10.5% |
| 6M | +2.1% | -8.4% | +10.5% | +3.7% |
| YTD | -8.9% | +12.3% | -21.1% | -13.5% |
| 1Y | -9.7% | +26.2% | -36.0% | -18.1% |
| All | -9.7% | +25.8% | -35.5% | -18.1% |
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