+124.9%
WM vs AFRM
-16.8%
+141.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.4% | +1.6% |
| 7D | +5.9% | +3.1% | +2.8% | +5.9% |
| 30D | +15.4% | +1.1% | +14.3% | +15.4% |
| 3M | +6.3% | -3.2% | +9.6% | +6.3% |
| 6M | +5.6% | +12.7% | -7.1% | +5.3% |
| YTD | +9.9% | +1.6% | +8.4% | +9.7% |
| 1Y | +20.8% | +5.9% | +15.0% | +20.5% |
| 3Y | +48.5% | +237.0% | -188.5% | +43.8% |
| 5Y | +60.6% | -55.1% | +115.7% | +54.4% |
| All | +124.9% | -16.8% | +141.7% | +115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling