+712.3%
WDC vs AFRM
+203.8%
+508.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.0% |
| 7D | -28.0% | -7.3% | -20.7% | -26.7% |
| 30D | -34.9% | -9.6% | -25.4% | -33.6% |
| 3M | -41.6% | -11.1% | -30.5% | -40.5% |
| 6M | -45.4% | +3.9% | -49.2% | -46.1% |
| YTD | +53.3% | -8.5% | +61.8% | +52.8% |
| 1Y | +61.5% | +3.3% | +58.3% | +57.0% |
| 3Y | +712.3% | +213.7% | +498.6% | +580.8% |
| All | +712.3% | +203.8% | +508.6% | +580.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling