+48.7%
WM vs AFL
+67.6%
-19.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | +3.2% | +2.9% | +0.3% | +2.2% |
| 30D | +13.0% | +8.0% | +5.1% | +10.2% |
| 3M | +9.2% | +5.9% | +3.3% | +7.1% |
| 6M | +13.6% | +11.6% | +2.0% | +9.7% |
| YTD | +12.4% | +17.5% | -5.1% | +6.6% |
| 1Y | +21.2% | +13.3% | +7.9% | +16.3% |
| 3Y | +48.7% | +67.0% | -18.3% | +32.4% |
| All | +48.7% | +67.6% | -19.0% | +32.4% |
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