+41.3%
NWSA vs EXR
-10.8%
+52.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -2.6% | -0.7% | -2.0% | -2.4% |
| 30D | +4.6% | -6.9% | +11.5% | +7.0% |
| 3M | +10.2% | -3.0% | +13.2% | +11.2% |
| 6M | +21.6% | -2.9% | +24.6% | +22.5% |
| YTD | +14.6% | +9.3% | +5.4% | +10.7% |
| 1Y | +0.4% | -0.9% | +1.3% | -0.1% |
| 3Y | +45.0% | +24.7% | +20.3% | +30.1% |
| 5Y | +41.3% | -11.7% | +53.0% | +42.1% |
| All | +41.3% | -10.8% | +52.1% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling