+4,023.3%
GWW vs EXR
+3,075.0%
+948.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +3.7% | -1.2% | +4.9% | +4.1% |
| 30D | +13.6% | +18.3% | -4.7% | +7.5% |
| 3M | +15.4% | +9.1% | +6.3% | +12.0% |
| 6M | +21.8% | +11.7% | +10.0% | +17.0% |
| YTD | +50.0% | +25.7% | +24.4% | +38.4% |
| 1Y | +60.2% | +24.9% | +35.3% | +48.1% |
| 3Y | +94.4% | +51.4% | +42.9% | +64.4% |
| 5Y | +221.8% | -1.9% | +223.8% | +209.7% |
| 10Y | +665.8% | +214.0% | +451.8% | +387.7% |
| All | +4,023.3% | +3,075.0% | +948.3% | +1,011.2% |
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