+13.7%
WBD vs EXR
+144.7%
-131.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | 0.0% |
| 7D | -1.7% | -3.1% | +1.4% | -0.7% |
| 30D | +3.9% | -7.5% | +11.4% | +6.4% |
| 3M | +5.1% | -7.5% | +12.6% | +7.5% |
| 6M | +0.6% | -5.2% | +5.8% | +1.8% |
| YTD | -3.2% | +6.5% | -9.7% | -5.7% |
| 1Y | +127.7% | -2.0% | +129.7% | +127.1% |
| 3Y | +146.6% | +21.5% | +125.0% | +131.6% |
| 5Y | +4.2% | -11.5% | +15.7% | +4.1% |
| 10Y | +13.7% | +148.0% | -134.3% | -5.3% |
| All | +13.7% | +144.7% | -131.1% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling