+1,022.4%
WAT vs EXR
+3,094.9%
-2,072.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -1.1% | +5.2% | -6.3% | -2.6% |
| 30D | +5.0% | +20.9% | -15.9% | -0.9% |
| 3M | +14.5% | +7.7% | +6.8% | +11.8% |
| 6M | +30.9% | +13.2% | +17.7% | +25.7% |
| YTD | +20.5% | +26.5% | -6.0% | +11.7% |
| 1Y | +23.3% | +27.2% | -3.9% | +14.1% |
| 3Y | +81.5% | +71.5% | +9.9% | +52.8% |
| 5Y | +33.4% | +0.4% | +33.0% | +29.5% |
| 10Y | +231.5% | +225.2% | +6.3% | +126.1% |
| All | +1,022.4% | +3,094.9% | -2,072.5% | +332.3% |
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 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