+4.1%
WOLF vs EXR
+28.1%
-24.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +2.0% |
| 7D | -14.5% | +11.3% | -25.7% | -13.4% |
| 30D | -32.0% | +21.2% | -53.2% | -31.3% |
| 3M | -15.8% | +8.7% | -24.5% | -14.8% |
| 6M | -36.6% | +18.2% | -54.8% | -38.7% |
| YTD | +30.9% | +27.9% | +3.0% | +31.5% |
| 1Y | +4.1% | +28.3% | -24.3% | +7.1% |
| All | +4.1% | +28.1% | -24.0% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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