+283.4%
WBD vs EXR
+2,151.3%
-1,867.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -0.1% | +3.6% | -3.7% | -1.3% |
| 30D | -0.9% | +4.3% | -5.1% | -2.4% |
| 3M | -3.2% | +1.5% | -4.7% | -4.0% |
| 6M | +22.6% | +11.8% | +10.8% | +17.2% |
| YTD | -5.6% | +12.5% | -18.1% | -9.9% |
| 1Y | +194.7% | +1.8% | +192.9% | +189.7% |
| 3Y | +117.4% | +7.6% | +109.9% | +107.3% |
| 5Y | -23.9% | +24.1% | -48.0% | -32.2% |
| 10Y | -3.3% | +126.1% | -129.4% | -33.7% |
| All | +283.4% | +2,151.3% | -1,867.9% | -2.7% |
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