+1,222.8%
WULF vs AFRM
+204.9%
+1,017.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.9% | +3.5% | +4.7% |
| 7D | +14.2% | -10.3% | +24.4% | +21.8% |
| 30D | -0.1% | -13.7% | +13.6% | +9.1% |
| 3M | -20.2% | -11.6% | -8.7% | -15.9% |
| 6M | -42.8% | +2.1% | -44.9% | -45.0% |
| YTD | +16.3% | -8.9% | +25.1% | +15.7% |
| 1Y | +8.0% | -9.7% | +17.7% | +8.0% |
| All | +1,222.8% | +204.9% | +1,017.9% | +440.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling