+566.5%
GWW vs EXR
+144.7%
+421.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | 0.0% |
| 7D | -0.5% | -3.1% | +2.6% | +0.6% |
| 30D | -1.4% | -7.5% | +6.1% | +1.1% |
| 3M | -3.6% | -7.5% | +3.9% | -1.3% |
| 6M | +15.1% | -5.2% | +20.3% | +16.7% |
| YTD | +27.5% | +6.5% | +21.0% | +24.2% |
| 1Y | +29.6% | -2.0% | +31.6% | +29.6% |
| 3Y | +90.1% | +21.5% | +68.5% | +71.2% |
| 5Y | +222.6% | -11.5% | +234.1% | +221.8% |
| 10Y | +566.5% | +148.0% | +418.5% | +400.5% |
| All | +566.5% | +144.7% | +421.8% | +400.5% |
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