+534.2%
WCC vs EXR
+144.7%
+389.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.3% |
| 7D | +6.8% | -3.1% | +9.9% | +8.1% |
| 30D | -3.0% | -7.5% | +4.5% | -0.1% |
| 3M | +0.2% | -7.5% | +7.7% | +2.6% |
| 6M | +33.2% | -5.2% | +38.4% | +35.1% |
| YTD | +45.8% | +6.5% | +39.3% | +40.9% |
| 1Y | +68.4% | -2.0% | +70.4% | +67.4% |
| 3Y | +131.1% | +21.5% | +109.6% | +106.7% |
| 5Y | +225.6% | -11.5% | +237.1% | +226.3% |
| 10Y | +534.2% | +148.0% | +386.2% | +361.6% |
| All | +534.2% | +144.7% | +389.4% | +361.6% |
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