+3,436.5%
WAB vs EXR
+2,662.2%
+774.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.3% |
| 7D | -3.2% | -2.6% | -0.6% | -2.0% |
| 30D | -4.4% | -7.2% | +2.8% | -1.2% |
| 3M | +7.9% | -3.5% | +11.4% | +9.3% |
| 6M | +8.7% | -5.3% | +14.0% | +11.0% |
| YTD | +33.0% | +9.4% | +23.6% | +26.9% |
| 1Y | +46.7% | +1.3% | +45.3% | +44.4% |
| 3Y | +153.0% | +22.4% | +130.6% | +119.8% |
| 5Y | +222.3% | -12.2% | +234.5% | +217.7% |
| 10Y | +291.0% | +148.6% | +142.4% | +113.7% |
| All | +3,436.5% | +2,662.2% | +774.3% | +394.0% |
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