+1,149.5%
WULF vs EXR
+53.5%
+1,096.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +11.0% | -0.4% | +11.4% | +11.2% |
| 30D | +9.4% | +18.2% | -8.9% | +1.7% |
| 3M | -22.6% | +7.3% | -30.0% | -25.1% |
| 6M | -45.4% | +13.8% | -59.2% | -49.4% |
| YTD | +9.8% | +25.9% | -16.1% | -3.7% |
| 1Y | +8.0% | +25.8% | -17.8% | -5.6% |
| 3Y | +1,149.5% | +53.7% | +1,095.8% | +844.4% |
| All | +1,149.5% | +53.5% | +1,096.0% | +844.4% |
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