+62.4%
WULF vs AFRM
-24.3%
+86.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.5% | +1.4% | -1.8% |
| 7D | +15.6% | -8.0% | +23.6% | +19.7% |
| 30D | +5.7% | -9.8% | +15.5% | +9.6% |
| 3M | -32.3% | +4.7% | -37.0% | -35.1% |
| 6M | +23.7% | +34.1% | -10.4% | +5.3% |
| YTD | +49.1% | -8.4% | +57.5% | +45.6% |
| All | +62.4% | -24.3% | +86.6% | +62.1% |
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