-30.9%
WULF vs EXR
-13.9%
-17.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.1% |
| 7D | +15.6% | -3.1% | +18.7% | +17.0% |
| 30D | +5.7% | -7.5% | +13.3% | +8.8% |
| 3M | -32.3% | -7.5% | -24.8% | -31.0% |
| 6M | +23.7% | -5.2% | +28.9% | +24.7% |
| YTD | +49.1% | +6.5% | +42.6% | +42.9% |
| 1Y | +66.3% | -2.0% | +68.3% | +64.1% |
| 3Y | +851.7% | +21.5% | +830.1% | +756.2% |
| 5Y | -30.9% | -11.5% | -19.4% | -28.0% |
| All | -30.9% | -13.9% | -17.1% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling