-23.0%
WBD vs AFRM
-20.4%
-2.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | 0.0% |
| 7D | -1.8% | -7.0% | +5.1% | -0.7% |
| 30D | +8.8% | -7.8% | +16.6% | +10.0% |
| 3M | +4.6% | +5.3% | -0.7% | +3.0% |
| 6M | +1.1% | +42.6% | -41.6% | -6.4% |
| YTD | -2.0% | -2.8% | +0.8% | -3.5% |
| 1Y | +140.0% | -19.3% | +159.3% | +141.2% |
| 3Y | +144.4% | +231.0% | -86.6% | +77.8% |
| 5Y | -0.2% | -22.2% | +22.0% | -31.6% |
| All | -23.0% | -20.4% | -2.6% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling