+247.7%
WULF vs EXR
+2,660.5%
-2,412.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.1% | +8.2% | +8.2% |
| 7D | +21.9% | -0.7% | +22.6% | +22.1% |
| 30D | +4.6% | -6.9% | +11.5% | +5.8% |
| 3M | -30.9% | -3.0% | -28.0% | -30.9% |
| 6M | +29.9% | -2.9% | +32.8% | +30.0% |
| YTD | +55.4% | +9.3% | +46.2% | +52.5% |
| 1Y | +94.1% | -0.9% | +95.1% | +93.1% |
| 3Y | +892.2% | +24.7% | +867.5% | +851.6% |
| 5Y | -26.7% | -11.7% | -15.1% | -26.8% |
| 10Y | +94.0% | +148.4% | -54.4% | +69.0% |
| All | +247.7% | +2,660.5% | -2,412.8% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling