-24.9%
AFRM vs WWD
+184.7%
-209.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.5% |
| 7D | -7.0% | +1.3% | -8.2% | -7.9% |
| 30D | -7.8% | -7.2% | -0.6% | -2.6% |
| 3M | +5.3% | -3.8% | +9.2% | +6.1% |
| 6M | +42.6% | -9.9% | +52.6% | +49.6% |
| YTD | -2.8% | +14.8% | -17.6% | -19.7% |
| 1Y | -19.3% | +42.1% | -61.4% | -46.7% |
| 3Y | +231.0% | +170.8% | +60.2% | +11.1% |
| 5Y | -22.2% | +197.5% | -219.8% | -77.7% |
| All | -24.9% | +184.7% | -209.6% | -77.9% |
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