+86.6%
BWA vs EXR
-13.9%
+100.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.8% |
| 7D | +0.1% | -3.1% | +3.2% | +1.0% |
| 30D | -5.6% | -7.5% | +2.0% | -3.5% |
| 3M | -10.7% | -7.5% | -3.2% | -9.0% |
| 6M | +23.2% | -5.2% | +28.4% | +24.5% |
| YTD | +46.0% | +6.5% | +39.5% | +42.3% |
| 1Y | +51.2% | -2.0% | +53.2% | +50.7% |
| 3Y | +69.6% | +21.5% | +48.0% | +57.1% |
| 5Y | +86.6% | -11.5% | +98.1% | +89.4% |
| All | +86.6% | -13.9% | +100.5% | +89.4% |
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