-23.9%
WBD vs AFRM
-25.0%
+1.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.7% | +0.2% |
| 7D | -1.7% | -8.0% | +6.3% | -0.3% |
| 30D | +3.9% | -9.8% | +13.7% | +5.5% |
| 3M | +5.1% | +4.7% | +0.4% | +3.5% |
| 6M | +0.6% | +34.1% | -33.6% | -5.9% |
| YTD | -3.2% | -8.4% | +5.3% | -3.7% |
| 1Y | +127.7% | -22.9% | +150.6% | +130.5% |
| 3Y | +146.6% | +203.3% | -56.7% | +82.0% |
| 5Y | +4.2% | -26.0% | +30.2% | -27.9% |
| All | -23.9% | -25.0% | +1.1% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling