+678.8%
WDC vs AFRM
-25.2%
+703.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +10.0% | +9.9% |
| 7D | -14.4% | -7.5% | -6.9% | -13.3% |
| 30D | -27.1% | -15.7% | -11.4% | -25.0% |
| 3M | -33.3% | -9.6% | -23.7% | -32.5% |
| 6M | -39.6% | +6.3% | -45.9% | -40.4% |
| YTD | +68.4% | -8.6% | +77.0% | +68.0% |
| 1Y | +78.2% | -7.6% | +85.7% | +77.4% |
| 3Y | +772.0% | +173.7% | +598.4% | +599.1% |
| 5Y | +584.9% | -56.9% | +641.8% | +441.1% |
| All | +678.8% | -25.2% | +703.9% | +486.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling