-28.6%
WDAY vs AFRM
-23.1%
-5.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.6% | -2.8% | -4.9% |
| 7D | -4.4% | -7.0% | +2.6% | -3.2% |
| 30D | +14.7% | -7.8% | +22.5% | +16.5% |
| 3M | +32.4% | +5.3% | +27.1% | +30.8% |
| 6M | +36.9% | +42.6% | -5.8% | +27.7% |
| YTD | -8.8% | -2.8% | -6.0% | -9.6% |
| 1Y | -15.3% | -19.3% | +4.0% | -14.1% |
| 3Y | -21.2% | +231.0% | -252.2% | -44.6% |
| All | -28.6% | -23.1% | -5.6% | -46.5% |
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