+17.0%
NWSA vs EXR
-0.5%
+17.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -10.5% | +2.7% | -13.2% | -11.2% |
| 30D | -8.8% | +18.9% | -27.7% | -13.8% |
| 3M | -6.5% | +8.4% | -14.9% | -9.0% |
| 6M | -1.3% | +14.3% | -15.6% | -5.7% |
| YTD | +2.5% | +27.2% | -24.8% | -6.0% |
| 1Y | +0.2% | +25.9% | -25.7% | -7.9% |
| 3Y | +27.6% | +54.6% | -27.0% | +5.8% |
| 5Y | +17.0% | -0.6% | +17.6% | +9.7% |
| All | +17.0% | -0.5% | +17.5% | +9.7% |
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