+59.7%
WM vs AFL
+143.8%
-84.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.5% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +13.1% | +10.0% | +3.0% | +9.6% |
| 3M | +3.6% | -1.6% | +5.2% | +4.1% |
| 6M | +8.1% | +10.5% | -2.4% | +4.7% |
| YTD | +8.9% | +14.3% | -5.4% | +4.1% |
| 1Y | +20.3% | +11.4% | +8.9% | +16.0% |
| 3Y | +46.2% | +62.4% | -16.3% | +24.7% |
| All | +59.7% | +143.8% | -84.0% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling