-14.5%
WDAY vs AFRM
-20.4%
+5.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.4% |
| 3M | +32.4% | +5.3% | +27.1% | +30.8% |
| 6M | +36.9% | +42.6% | -5.8% | +28.1% |
| YTD | -8.8% | -2.8% | -6.0% | -9.5% |
| 1Y | -15.3% | -19.3% | +4.0% | -14.1% |
| 3Y | -21.2% | +231.0% | -252.2% | -43.3% |
| 5Y | -29.5% | -22.2% | -7.3% | -47.3% |
| All | -14.5% | -20.4% | +5.9% | -36.5% |
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 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