+295.2%
WBD vs AFL
+738.1%
-442.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -0.7% | -1.6% | +0.9% | -0.1% |
| 30D | +1.4% | -4.0% | +5.4% | +2.9% |
| 3M | +4.4% | -0.5% | +4.9% | +4.4% |
| 6M | +0.8% | +6.5% | -5.7% | -1.9% |
| YTD | -2.7% | +6.2% | -8.9% | -5.4% |
| 1Y | +73.4% | +8.3% | +65.1% | +67.0% |
| 3Y | +142.1% | +62.5% | +79.6% | +99.3% |
| 5Y | +7.2% | +136.2% | -128.9% | -22.6% |
| 10Y | +14.2% | +301.4% | -287.2% | -32.2% |
| All | +295.2% | +738.1% | -442.8% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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