+1,256.8%
WDC vs AFRM
+232.3%
+1,024.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.6% | +8.5% | +6.3% |
| 7D | +1.7% | -7.0% | +8.7% | +3.0% |
| 30D | -10.0% | -7.8% | -2.2% | -8.9% |
| 3M | -18.8% | +5.3% | -24.1% | -19.7% |
| 6M | +79.0% | +42.6% | +36.4% | +67.0% |
| YTD | +171.6% | -2.8% | +174.3% | +168.1% |
| 1Y | +417.4% | -19.3% | +436.7% | +423.4% |
| All | +1,256.8% | +232.3% | +1,024.5% | +1,059.9% |
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