+27.6%
NWSA vs EXR
+53.9%
-26.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -10.5% | +2.7% | -13.2% | -11.1% |
| 30D | -8.8% | +18.9% | -27.7% | -13.0% |
| 3M | -6.5% | +8.4% | -14.9% | -8.6% |
| 6M | -1.3% | +14.3% | -15.6% | -5.0% |
| YTD | +2.5% | +27.2% | -24.8% | -4.8% |
| 1Y | +0.2% | +25.9% | -25.7% | -6.7% |
| 3Y | +27.6% | +54.6% | -27.0% | +10.4% |
| All | +27.6% | +53.9% | -26.3% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling