+739.7%
BWA vs EXR
+2,662.2%
-1,922.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.3% |
| 7D | +5.7% | -2.6% | +8.2% | +6.9% |
| 30D | +1.4% | -7.2% | +8.6% | +4.7% |
| 3M | -12.1% | -3.5% | -8.6% | -11.2% |
| 6M | +28.6% | -5.3% | +33.9% | +30.9% |
| YTD | +51.1% | +9.4% | +41.7% | +43.9% |
| 1Y | +55.9% | +1.3% | +54.6% | +53.2% |
| 3Y | +70.1% | +22.4% | +47.7% | +48.9% |
| 5Y | +90.7% | -12.2% | +102.9% | +86.9% |
| 10Y | +154.0% | +148.6% | +5.4% | +36.2% |
| All | +739.7% | +2,662.2% | -1,922.5% | +14.1% |
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