+8.0%
WULF vs EXR
+25.3%
-17.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | +11.0% | -0.4% | +11.4% | +10.9% |
| 30D | +9.4% | +18.2% | -8.9% | +11.5% |
| 3M | -22.6% | +7.3% | -30.0% | -22.0% |
| 6M | -45.4% | +13.8% | -59.2% | -46.3% |
| YTD | +9.8% | +25.9% | -16.1% | +12.3% |
| 1Y | +8.0% | +25.8% | -17.8% | +10.3% |
| All | +8.0% | +25.3% | -17.2% | +10.3% |
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 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