+815.8%
WDC vs AFRM
+195.9%
+619.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.3% | -0.1% |
| 7D | +16.3% | -5.5% | +21.8% | +17.6% |
| 30D | -18.3% | -15.5% | -2.8% | -15.3% |
| 3M | -31.4% | -10.3% | -21.1% | -30.2% |
| 6M | -36.3% | +0.6% | -36.9% | -36.7% |
| YTD | +80.8% | -11.5% | +92.4% | +81.5% |
| 1Y | +87.7% | -16.6% | +104.3% | +90.2% |
| All | +815.8% | +195.9% | +619.9% | +684.2% |
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 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