+33.2%
WAT vs EXR
-1.8%
+34.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | +5.4% | +18.2% | -12.8% | -2.0% |
| 3M | +11.3% | +7.3% | +4.0% | +7.8% |
| 6M | +37.4% | +13.8% | +23.6% | +29.2% |
| YTD | +21.2% | +25.9% | -4.8% | +8.5% |
| 1Y | +21.3% | +25.8% | -4.5% | +8.6% |
| 3Y | +83.4% | +53.7% | +29.7% | +48.2% |
| All | +33.2% | -1.8% | +34.9% | +30.3% |
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