+330.8%
WM vs AFL
+336.0%
-5.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | +15.2% | +8.6% | +6.6% | +12.0% |
| 3M | +8.3% | +5.3% | +3.0% | +6.4% |
| 6M | +13.1% | +10.0% | +3.1% | +9.5% |
| YTD | +12.5% | +16.5% | -4.0% | +6.6% |
| 1Y | +21.8% | +12.7% | +9.1% | +16.6% |
| 3Y | +48.8% | +65.5% | -16.7% | +23.8% |
| 5Y | +62.1% | +148.5% | -86.4% | +15.5% |
| All | +330.8% | +336.0% | -5.2% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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