+76.1%
WULF vs AFRM
-20.4%
+96.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.7% |
| 7D | +7.6% | -7.0% | +14.5% | +10.2% |
| 30D | -8.6% | -7.8% | -0.8% | -6.6% |
| 3M | -37.0% | +5.3% | -42.3% | -38.6% |
| 6M | +7.4% | +42.6% | -35.2% | -6.5% |
| YTD | +43.7% | -2.8% | +46.5% | +41.6% |
| 1Y | +86.1% | -19.3% | +105.4% | +94.1% |
| 3Y | +733.8% | +231.0% | +502.9% | +451.0% |
| 5Y | -33.6% | -22.2% | -11.3% | -58.8% |
| All | +76.1% | -20.4% | +96.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling