+17,845.4%
WDC vs AFL
+18,874.6%
-1,029.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.0% | +6.8% | +6.2% |
| 7D | +1.7% | +0.6% | +1.2% | +1.5% |
| 30D | -10.0% | -6.2% | -3.8% | -7.9% |
| 3M | -18.8% | +2.2% | -20.9% | -20.2% |
| 6M | +79.0% | +5.3% | +73.8% | +73.5% |
| YTD | +171.6% | +8.0% | +163.6% | +159.8% |
| 1Y | +417.4% | +10.2% | +407.1% | +388.0% |
| 3Y | +1,251.8% | +67.1% | +1,184.7% | +969.9% |
| 5Y | +911.7% | +135.6% | +776.1% | +603.5% |
| 10Y | +1,399.6% | +299.4% | +1,100.3% | +766.0% |
| All | +17,845.4% | +18,874.6% | -1,029.3% | +2,920.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling