+203.6%
WFC vs AFRM
-20.4%
+224.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.1% |
| 7D | +3.8% | -7.0% | +10.7% | +4.5% |
| 30D | +1.5% | -7.8% | +9.3% | +2.1% |
| 3M | +10.9% | +5.3% | +5.6% | +9.9% |
| 6M | +8.4% | +42.6% | -34.2% | +4.0% |
| YTD | -1.9% | -2.8% | +0.9% | -2.6% |
| 1Y | +12.3% | -19.3% | +31.7% | +12.9% |
| 3Y | +132.3% | +231.0% | -98.6% | +99.4% |
| 5Y | +130.1% | -22.2% | +152.3% | +90.1% |
| All | +203.6% | -20.4% | +224.0% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling