+180.3%
WMB vs AFRM
-58.9%
+239.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | -0.1% |
| 7D | -13.8% | -7.3% | -6.5% | -13.4% |
| 30D | -10.3% | -9.6% | -0.8% | -9.8% |
| 3M | -10.1% | -11.1% | +1.0% | -9.6% |
| 6M | -11.8% | +3.9% | -15.7% | -12.6% |
| YTD | +8.9% | -8.5% | +17.4% | +8.4% |
| 1Y | +14.0% | +3.3% | +10.7% | +12.2% |
| 3Y | +100.5% | +213.7% | -113.2% | +75.3% |
| All | +180.3% | -58.9% | +239.2% | +167.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling