+298.8%
FWONK vs EXR
+308.5%
-9.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -7.7% | -6.9% | -0.7% | -5.6% |
| 3M | +9.3% | -3.0% | +12.3% | +10.2% |
| 6M | +13.3% | -2.9% | +16.3% | +14.1% |
| YTD | -3.6% | +9.3% | -12.9% | -6.7% |
| 1Y | -6.8% | -0.9% | -5.8% | -7.2% |
| 3Y | +43.9% | +24.7% | +19.2% | +28.8% |
| 5Y | +94.4% | -11.7% | +106.1% | +92.7% |
| 10Y | +353.8% | +148.4% | +205.4% | +214.8% |
| All | +298.8% | +308.5% | -9.7% | +130.7% |
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