+34.7%
WULF vs EXR
+216.3%
-181.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +11.0% | -0.4% | +11.4% | +11.1% |
| 30D | +9.4% | +18.2% | -8.9% | +4.0% |
| 3M | -22.6% | +7.3% | -30.0% | -24.4% |
| 6M | -45.4% | +13.8% | -59.2% | -48.0% |
| YTD | +9.8% | +25.9% | -16.1% | +1.5% |
| 1Y | +8.0% | +25.8% | -17.8% | -0.4% |
| 3Y | +1,149.5% | +53.7% | +1,095.8% | +991.7% |
| 5Y | -55.6% | -1.8% | -53.8% | -57.8% |
| All | +34.7% | +216.3% | -181.6% | +14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling