+92.9%
NWSA vs EXR
+497.7%
-404.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.6% |
| 3M | -6.5% | +8.4% | -14.9% | -8.9% |
| 6M | -1.3% | +14.3% | -15.6% | -5.5% |
| YTD | +2.5% | +27.2% | -24.8% | -5.6% |
| 1Y | +0.2% | +25.9% | -25.7% | -7.5% |
| 3Y | +27.6% | +54.6% | -27.0% | +8.2% |
| 5Y | +17.0% | -0.6% | +17.6% | +12.4% |
| 10Y | +148.3% | +208.5% | -60.2% | +64.7% |
| All | +92.9% | +497.7% | -404.8% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling