-13.5%
WDAY vs AFRM
+8.5%
-22.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.0% | -3.1% | +0.8% |
| 7D | -1.2% | +3.1% | -4.3% | -2.0% |
| 30D | +6.8% | +1.1% | +5.7% | +6.1% |
| 3M | +17.8% | -3.2% | +21.1% | +18.0% |
| 6M | +57.8% | +12.7% | +45.1% | +51.8% |
| YTD | -6.0% | +1.6% | -7.6% | -10.7% |
| 1Y | -13.5% | +5.9% | -19.4% | -18.7% |
| All | -13.5% | +8.5% | -22.1% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling