+298.2%
WBD vs EXR
+2,088.7%
-1,790.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -1.8% | -2.6% | +0.8% | -0.9% |
| 30D | +8.8% | -7.2% | +16.0% | +11.6% |
| 3M | +4.6% | -3.5% | +8.1% | +5.8% |
| 6M | +1.1% | -5.3% | +6.4% | +2.5% |
| YTD | -2.0% | +9.4% | -11.3% | -5.7% |
| 1Y | +140.0% | +1.3% | +138.7% | +136.6% |
| 3Y | +144.4% | +22.4% | +122.0% | +123.5% |
| 5Y | -0.2% | -12.2% | +12.0% | +0.2% |
| 10Y | +9.1% | +148.6% | -139.5% | -27.7% |
| All | +298.2% | +2,088.7% | -1,790.5% | +1.8% |
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 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