+137.2%
NWSA vs EXR
+151.8%
-14.6%
-50.6%
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 | -2.8% | -1.2% | -1.6% | -2.5% |
| 30D | +3.0% | -6.2% | +9.2% | +5.1% |
| 3M | +12.3% | -7.4% | +19.7% | +15.0% |
| 6M | +21.9% | -0.5% | +22.4% | +21.8% |
| YTD | +13.6% | +8.1% | +5.5% | +10.1% |
| 1Y | +0.5% | -2.9% | +3.4% | +0.6% |
| 3Y | +43.8% | +22.9% | +20.8% | +30.6% |
| 5Y | +41.2% | -10.2% | +51.3% | +39.9% |
| All | +137.2% | +151.8% | -14.6% | +73.4% |
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