+122.8%
WM vs AFRM
-25.1%
+147.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.0% |
| 7D | +1.2% | -7.3% | +8.5% | +1.3% |
| 30D | +13.1% | -9.6% | +22.6% | +13.2% |
| 3M | +3.6% | -11.1% | +14.7% | +3.7% |
| 6M | +8.1% | +3.9% | +4.2% | +7.9% |
| YTD | +8.9% | -8.5% | +17.4% | +8.8% |
| 1Y | +20.3% | +3.3% | +17.1% | +20.0% |
| 3Y | +46.2% | +213.7% | -167.6% | +41.6% |
| 5Y | +59.9% | -58.5% | +118.4% | +53.9% |
| All | +122.8% | -25.1% | +147.8% | +114.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling