+901.8%
WULF vs EXR
+21.4%
+880.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.1% |
| 7D | +15.6% | -3.1% | +18.7% | +17.1% |
| 30D | +5.7% | -7.5% | +13.3% | +9.0% |
| 3M | -32.3% | -7.5% | -24.8% | -31.1% |
| 6M | +23.7% | -5.2% | +28.9% | +24.2% |
| YTD | +49.1% | +6.5% | +42.6% | +41.4% |
| 1Y | +66.3% | -2.0% | +68.3% | +63.4% |
| All | +901.8% | +21.4% | +880.4% | +990.7% |
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