+30.7%
WOLF vs EXR
+3.1%
+27.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +9.8% | -0.7% | +10.5% | +9.9% |
| 30D | -12.1% | -6.9% | -5.2% | -10.8% |
| 3M | -47.9% | -3.0% | -44.9% | -49.4% |
| 6M | +74.3% | -2.9% | +77.2% | +65.5% |
| YTD | +65.9% | +9.3% | +56.6% | +51.9% |
| All | +30.7% | +3.1% | +27.6% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling