+72.1%
WULF vs AFRM
-25.2%
+97.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.5% | -5.7% |
| 7D | -0.6% | -8.5% | +7.9% | +2.6% |
| 30D | -3.6% | -11.4% | +7.7% | -0.1% |
| 3M | -30.4% | +8.2% | -38.6% | -33.1% |
| 6M | +12.5% | +36.6% | -24.1% | -0.5% |
| YTD | +40.5% | -8.7% | +49.1% | +41.5% |
| 1Y | +53.0% | -19.9% | +72.9% | +60.0% |
| 3Y | +796.7% | +202.6% | +594.1% | +510.1% |
| 5Y | -30.9% | -45.0% | +14.2% | -57.7% |
| All | +72.1% | -25.2% | +97.3% | +7.9% |
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