+46.1%
WOLF vs EXR
+27.0%
+19.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.6% | +9.2% | +9.9% |
| 7D | +25.3% | +2.7% | +22.6% | +25.7% |
| 30D | -14.7% | +18.9% | -33.6% | -13.7% |
| 3M | -20.5% | +8.4% | -28.9% | -19.7% |
| 6M | -43.9% | +14.3% | -58.3% | -45.3% |
| YTD | +50.0% | +27.2% | +22.8% | +52.3% |
| All | +46.1% | +27.0% | +19.1% | +54.5% |
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