+49.3%
WM vs AFRM
+210.7%
-161.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.8% | +9.0% | +1.2% |
| 7D | +4.5% | -6.9% | +11.4% | +4.5% |
| 30D | +16.1% | -7.0% | +23.0% | +16.1% |
| 3M | +8.0% | -11.2% | +19.3% | +8.0% |
| 6M | +8.4% | +4.3% | +4.2% | +8.4% |
| YTD | +11.2% | -6.4% | +17.6% | +11.2% |
| 1Y | +22.3% | -2.6% | +24.9% | +22.2% |
| All | +49.3% | +210.7% | -161.4% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling