+82.7%
WULF vs EXR
+151.8%
-69.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.5% |
| 7D | +1.4% | -1.2% | +2.5% | +1.7% |
| 30D | -2.6% | -6.2% | +3.6% | -0.9% |
| 3M | -34.0% | -7.4% | -26.6% | -33.0% |
| 6M | +10.0% | -0.5% | +10.5% | +9.3% |
| YTD | +45.7% | +8.1% | +37.6% | +41.1% |
| 1Y | +57.3% | -2.9% | +60.2% | +56.6% |
| 3Y | +878.9% | +22.9% | +856.0% | +812.3% |
| 5Y | -28.3% | -10.2% | -18.2% | -29.3% |
| All | +82.7% | +151.8% | -69.1% | +63.3% |
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