-34.1%
WDAY vs AFRM
-58.9%
+24.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -3.2% |
| 7D | -2.5% | -7.3% | +4.8% | -1.2% |
| 30D | +4.7% | -9.6% | +14.2% | +6.3% |
| 3M | +13.3% | -11.1% | +24.4% | +15.2% |
| 6M | +57.3% | +3.9% | +53.4% | +54.5% |
| YTD | -10.2% | -8.5% | -1.7% | -10.4% |
| 1Y | -14.1% | +3.3% | -17.3% | -16.5% |
| 3Y | -11.7% | +213.7% | -225.4% | -38.4% |
| All | -34.1% | -58.9% | +24.8% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling