-20.9%
AFRM vs WWD
+198.3%
-219.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.5% |
| 7D | -7.0% | +1.3% | -8.2% | -8.0% |
| 30D | -7.8% | -7.2% | -0.6% | -2.3% |
| 3M | +5.3% | -3.8% | +9.2% | +6.0% |
| 6M | +42.6% | -9.9% | +52.6% | +49.8% |
| YTD | -2.8% | +14.8% | -17.6% | -21.3% |
| 1Y | -19.3% | +42.1% | -61.4% | -48.9% |
| 3Y | +231.0% | +170.8% | +60.2% | -4.4% |
| All | -20.9% | +198.3% | -219.2% | -81.6% |
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