+957.1%
WDC vs AFL
+131.0%
+826.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | +4.4% | -3.3% | +7.7% | +5.5% |
| 30D | +5.3% | -5.0% | +10.3% | +7.0% |
| 3M | -5.9% | -1.8% | -4.2% | -6.3% |
| 6M | +73.2% | +4.8% | +68.4% | +67.1% |
| YTD | +167.8% | +5.4% | +162.4% | +156.4% |
| 1Y | +386.0% | +9.0% | +377.0% | +353.5% |
| 3Y | +1,309.7% | +63.0% | +1,246.7% | +880.2% |
| 5Y | +957.1% | +134.5% | +822.6% | +408.5% |
| All | +957.1% | +131.0% | +826.1% | +408.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling