+213.7%
AFRM vs WWD
+145.1%
+68.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.4% | -5.6% | -4.1% |
| 7D | -7.3% | +4.2% | -11.5% | -9.6% |
| 30D | -9.6% | -2.1% | -7.4% | -8.7% |
| 3M | -11.1% | -13.2% | +2.1% | -4.2% |
| 6M | +3.9% | -16.9% | +20.7% | +13.2% |
| YTD | -8.5% | +5.2% | -13.7% | -16.5% |
| 1Y | +3.3% | +20.6% | -17.3% | -15.6% |
| 3Y | +213.7% | +146.3% | +67.4% | +71.2% |
| All | +213.7% | +145.1% | +68.7% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling