+892.2%
WULF vs AFRM
+221.8%
+670.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.6% | +8.4% |
| 7D | +21.9% | +3.1% | +18.9% | +19.7% |
| 30D | +4.6% | -4.2% | +8.8% | +5.8% |
| 3M | -30.9% | +10.1% | -41.0% | -35.9% |
| 6M | +29.9% | +39.4% | -9.5% | +4.7% |
| YTD | +55.4% | -3.2% | +58.6% | +50.6% |
| 1Y | +94.1% | -16.1% | +110.2% | +100.0% |
| 3Y | +892.2% | +220.8% | +671.4% | +419.6% |
| All | +892.2% | +221.8% | +670.4% | +419.6% |
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