+167.4%
WAB vs EXR
+53.5%
+113.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +5.1% | -0.4% | +5.5% | +5.2% |
| 30D | +4.0% | +18.2% | -14.2% | -0.7% |
| 3M | +0.1% | +7.3% | -7.2% | -1.9% |
| 6M | +12.8% | +13.8% | -1.0% | +8.5% |
| YTD | +40.1% | +25.9% | +14.1% | +31.2% |
| 1Y | +46.4% | +25.8% | +20.6% | +37.1% |
| 3Y | +167.4% | +53.7% | +113.7% | +134.7% |
| All | +167.4% | +53.5% | +113.8% | +134.7% |
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 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