+94.8%
NWSA vs EXR
+494.2%
-399.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -12.2% | -1.1% | -11.1% | -11.9% |
| 30D | -8.7% | +18.8% | -27.4% | -13.5% |
| 3M | -6.0% | +9.9% | -15.9% | -8.8% |
| 6M | -0.3% | +12.6% | -13.0% | -4.1% |
| YTD | +3.5% | +26.5% | -23.0% | -4.5% |
| 1Y | +0.8% | +24.5% | -23.7% | -6.6% |
| 3Y | +31.1% | +52.4% | -21.3% | +11.7% |
| 5Y | +18.8% | -1.5% | +20.3% | +14.5% |
| 10Y | +147.9% | +216.0% | -68.1% | +63.2% |
| All | +94.8% | +494.2% | -399.4% | +4.8% |
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