+46.0%
WM vs AFRM
+232.3%
-186.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.2% |
| 7D | -0.3% | -7.0% | +6.7% | -0.3% |
| 30D | -2.4% | -7.8% | +5.4% | -2.4% |
| 3M | +0.4% | +5.3% | -4.9% | +0.4% |
| 6M | -9.5% | +42.6% | -52.1% | -9.6% |
| YTD | +0.5% | -2.8% | +3.3% | +0.5% |
| 1Y | -1.1% | -19.3% | +18.2% | -1.0% |
| All | +46.0% | +232.3% | -186.3% | +47.8% |
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