+1,188.5%
WDC vs AFL
+303.3%
+885.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.4% |
| 7D | -4.3% | -1.6% | -2.7% | -3.4% |
| 30D | -1.5% | -4.0% | +2.5% | +0.8% |
| 3M | -15.5% | -0.5% | -15.0% | -16.4% |
| 6M | +66.5% | +6.5% | +59.9% | +56.6% |
| YTD | +159.9% | +6.2% | +153.7% | +143.4% |
| 1Y | +366.0% | +8.3% | +357.7% | +326.4% |
| 3Y | +1,285.8% | +62.5% | +1,223.3% | +822.3% |
| 5Y | +925.6% | +136.2% | +789.4% | +415.0% |
| All | +1,188.5% | +303.3% | +885.3% | +395.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling