-3.2%
WAT vs EXR
-11.8%
+8.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -1.3% | -2.6% | +1.3% | -0.2% |
| 30D | +2.3% | -7.2% | +9.5% | +5.6% |
| 3M | +8.7% | -3.5% | +12.2% | +10.1% |
| 6M | +28.3% | -5.3% | +33.6% | +30.9% |
| YTD | +7.8% | +9.4% | -1.6% | +2.9% |
| 1Y | +36.6% | +1.3% | +35.3% | +34.5% |
| 3Y | +45.7% | +22.4% | +23.3% | +30.5% |
| All | -3.2% | -11.8% | +8.6% | -0.8% |
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 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