-27.7%
AFRM vs WWD
+152.4%
-180.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -6.0% | -1.9% | -3.1% |
| 7D | -6.9% | -2.6% | -4.4% | -5.3% |
| 30D | -7.0% | -7.7% | +0.8% | -1.3% |
| 3M | -11.2% | -17.7% | +6.5% | +2.7% |
| 6M | +4.3% | -15.9% | +20.2% | +15.6% |
| YTD | -6.4% | +1.8% | -8.2% | -15.3% |
| 1Y | -2.6% | +17.4% | -20.0% | -24.1% |
| 3Y | +210.6% | +137.1% | +73.5% | +14.4% |
| 5Y | -57.6% | +162.4% | -220.0% | -86.7% |
| All | -27.7% | +152.4% | -180.1% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling