-33.5%
WDAY vs AFRM
-56.8%
+23.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.2% | +3.3% |
| 7D | +1.8% | -4.4% | +6.2% | +2.7% |
| 30D | +4.1% | -7.7% | +11.7% | +5.4% |
| 3M | -4.8% | -16.9% | +12.0% | -2.2% |
| 6M | +68.6% | +2.5% | +66.1% | +66.0% |
| YTD | -8.5% | -12.5% | +4.0% | -8.1% |
| 1Y | -12.1% | -11.0% | -1.1% | -12.2% |
| 3Y | -13.2% | +184.6% | -197.8% | -38.3% |
| All | -33.5% | -56.8% | +23.2% | -37.9% |
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 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