+276.7%
WMB vs AFRM
-25.1%
+301.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | -0.1% |
| 7D | -13.8% | -7.3% | -6.5% | -13.5% |
| 30D | -10.3% | -9.6% | -0.8% | -9.9% |
| 3M | -10.1% | -11.1% | +1.0% | -9.7% |
| 6M | -11.8% | +3.9% | -15.7% | -12.5% |
| YTD | +8.9% | -8.5% | +17.4% | +8.5% |
| 1Y | +14.0% | +3.3% | +10.7% | +12.5% |
| 3Y | +100.5% | +213.7% | -113.2% | +79.7% |
| 5Y | +179.5% | -58.5% | +238.0% | +150.1% |
| All | +276.7% | -25.1% | +301.8% | +227.8% |
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 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