-55.9%
WULF vs EXR
-1.8%
-54.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.0% |
| 3M | -22.6% | +7.3% | -30.0% | -25.1% |
| 6M | -45.4% | +13.8% | -59.2% | -49.0% |
| YTD | +9.8% | +25.9% | -16.1% | -2.0% |
| 1Y | +8.0% | +25.8% | -17.8% | -3.9% |
| 3Y | +1,149.5% | +53.7% | +1,095.8% | +911.9% |
| All | -55.9% | -1.8% | -54.2% | -57.8% |
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