+3.4%
NWSA vs EXR
+25.3%
-21.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | -8.8% | +18.2% | -27.0% | -11.7% |
| 3M | -6.5% | +7.3% | -13.8% | -7.9% |
| 6M | +1.5% | +13.8% | -12.3% | -0.6% |
| YTD | +4.0% | +25.9% | -21.9% | -1.4% |
| 1Y | +3.4% | +25.8% | -22.4% | -2.0% |
| All | +3.4% | +25.3% | -21.8% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling