+1,328.4%
WDC vs AFL
+62.4%
+1,266.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | +4.4% | -3.3% | +7.7% | +4.1% |
| 30D | +5.3% | -5.0% | +10.3% | +4.8% |
| 3M | -5.9% | -1.8% | -4.2% | -6.3% |
| 6M | +73.2% | +4.8% | +68.4% | +71.5% |
| YTD | +167.8% | +5.4% | +162.4% | +164.5% |
| 1Y | +386.0% | +9.0% | +377.0% | +374.8% |
| All | +1,328.4% | +62.4% | +1,266.0% | +1,153.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling