+46.0%
WM vs AFL
+67.4%
-21.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.9% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | -2.4% | -6.2% | +3.8% | -0.4% |
| 3M | +0.4% | +2.2% | -1.8% | -0.2% |
| 6M | -9.5% | +5.3% | -14.8% | -10.9% |
| YTD | +0.5% | +8.0% | -7.5% | -2.0% |
| 1Y | -1.1% | +10.2% | -11.3% | -4.3% |
| All | +46.0% | +67.4% | -21.4% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling