-42.8%
WULF vs AFRM
+7.5%
-50.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.9% | +3.5% | +4.9% |
| 7D | +14.2% | -10.3% | +24.4% | +21.0% |
| 30D | -0.1% | -13.7% | +13.6% | +7.8% |
| 3M | -20.2% | -11.6% | -8.7% | -15.6% |
| 6M | -42.8% | +2.1% | -44.9% | -48.1% |
| All | -42.8% | +7.5% | -50.4% | -48.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling