+149.3%
BWA vs EXR
+151.8%
-2.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | -1.3% | -1.2% | -0.2% | -1.0% |
| 30D | -2.9% | -6.2% | +3.3% | -1.5% |
| 3M | -10.7% | -7.4% | -3.3% | -9.3% |
| 6M | +26.5% | -0.5% | +27.0% | +26.2% |
| YTD | +49.1% | +8.1% | +41.0% | +45.7% |
| 1Y | +52.1% | -2.9% | +54.9% | +52.2% |
| 3Y | +72.6% | +22.9% | +49.6% | +62.1% |
| 5Y | +89.4% | -10.2% | +99.6% | +88.1% |
| All | +149.3% | +151.8% | -2.4% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling