+30.8%
WAT vs EXR
-0.3%
+31.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -1.1% | +5.2% | -6.3% | -3.3% |
| 30D | +5.0% | +20.9% | -15.9% | -3.4% |
| 3M | +14.5% | +7.7% | +6.8% | +10.6% |
| 6M | +30.9% | +13.2% | +17.7% | +23.5% |
| YTD | +20.5% | +26.5% | -6.0% | +7.7% |
| 1Y | +23.3% | +27.2% | -3.9% | +9.8% |
| 3Y | +81.5% | +71.5% | +9.9% | +39.6% |
| All | +30.8% | -0.3% | +31.1% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling