-58.3%
AFRM vs WWD
+170.1%
-228.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.4% | -5.6% | -5.1% |
| 7D | -7.3% | +4.2% | -11.5% | -11.0% |
| 30D | -9.6% | -2.1% | -7.4% | -8.5% |
| 3M | -11.1% | -13.2% | +2.1% | -0.8% |
| 6M | +3.9% | -16.9% | +20.7% | +17.5% |
| YTD | -8.5% | +5.2% | -13.7% | -21.3% |
| 1Y | +3.3% | +20.6% | -17.3% | -24.4% |
| 3Y | +213.7% | +146.3% | +67.4% | -8.0% |
| All | -58.3% | +170.1% | -228.4% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling