+26.6%
WAT vs EXR
+27.0%
-0.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.0% |
| 7D | +6.0% | +2.7% | +3.4% | +5.3% |
| 30D | +9.9% | +18.9% | -9.0% | +4.3% |
| 3M | +17.2% | +8.4% | +8.8% | +14.7% |
| 6M | +34.2% | +14.3% | +19.9% | +28.4% |
| YTD | +25.5% | +27.2% | -1.7% | +12.6% |
| All | +26.6% | +27.0% | -0.4% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling