+317.0%
FWONK vs EXR
+151.8%
+165.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +0.1% | -1.2% | +1.3% | +0.4% |
| 30D | -7.7% | -6.2% | -1.5% | -5.9% |
| 3M | +5.7% | -7.4% | +13.1% | +8.2% |
| 6M | +13.5% | -0.5% | +14.0% | +13.3% |
| YTD | -3.0% | +8.1% | -11.1% | -5.8% |
| 1Y | -6.4% | -2.9% | -3.5% | -6.3% |
| 3Y | +43.8% | +22.9% | +20.9% | +28.8% |
| 5Y | +98.6% | -10.2% | +108.7% | +95.3% |
| All | +317.0% | +151.8% | +165.2% | +189.5% |
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 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