+10.5%
WBD vs EXR
-17.6%
+28.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -6.1% | +19.9% | +16.2% |
| 7D | +13.8% | -6.1% | +19.9% | +16.2% |
| 30D | +13.8% | -6.1% | +19.9% | +16.2% |
| 3M | +13.8% | -6.1% | +19.9% | +16.2% |
| 6M | +13.3% | +1.6% | +11.7% | +11.8% |
| YTD | +7.4% | +5.6% | +1.8% | +3.6% |
| 1Y | +63.0% | -2.5% | +65.5% | +62.3% |
| 3Y | +206.7% | +30.0% | +176.7% | +175.0% |
| All | +10.5% | -17.6% | +28.1% | -2.8% |
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