+34.6%
WULF vs AFRM
-28.4%
+62.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.8% |
| 7D | +11.0% | -4.4% | +15.4% | +12.8% |
| 30D | +9.4% | -7.7% | +17.0% | +12.6% |
| 3M | -22.6% | -16.9% | -5.8% | -17.7% |
| 6M | -45.4% | +2.5% | -47.9% | -46.4% |
| YTD | +9.8% | -12.5% | +22.4% | +12.3% |
| 1Y | +8.0% | -11.0% | +19.1% | +9.9% |
| 3Y | +1,149.5% | +184.6% | +964.9% | +779.1% |
| 5Y | -55.6% | -56.3% | +0.7% | -73.0% |
| All | +34.6% | -28.4% | +62.9% | -14.4% |
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