-22.1%
WULF vs AFRM
+8.5%
-30.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.0% | -11.7% | -8.9% |
| 7D | -12.8% | +3.1% | -15.9% | -14.3% |
| 30D | -20.9% | +1.1% | -22.0% | -21.2% |
| 3M | -38.0% | -3.2% | -34.8% | -37.7% |
| 6M | -47.5% | +12.7% | -60.2% | -51.7% |
| YTD | +1.8% | +1.6% | +0.3% | -5.9% |
| 1Y | -22.1% | +5.9% | -27.9% | -30.3% |
| All | -22.1% | +8.5% | -30.6% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling