+30.7%
BWA vs EXR
-1.3%
+32.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.7% |
| 7D | -2.4% | +1.7% | -4.2% | -2.9% |
| 30D | -17.7% | +18.0% | -35.7% | -21.7% |
| 3M | -27.0% | +9.7% | -36.6% | -29.0% |
| 6M | -17.3% | +13.4% | -30.8% | -20.7% |
| YTD | +12.9% | +26.3% | -13.4% | +4.5% |
| 1Y | +12.9% | +27.6% | -14.6% | +4.3% |
| 3Y | +62.1% | +52.2% | +9.9% | +40.1% |
| 5Y | +30.7% | -1.1% | +31.8% | +23.5% |
| All | +30.7% | -1.3% | +32.0% | +23.5% |
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