+417.7%
WCC vs EXR
+216.3%
+201.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | +9.9% | -0.4% | +10.4% | +10.1% |
| 30D | -8.4% | +18.2% | -26.7% | -14.4% |
| 3M | -10.3% | +7.3% | -17.7% | -13.1% |
| 6M | -10.5% | +13.8% | -24.3% | -15.8% |
| YTD | +32.2% | +25.9% | +6.2% | +19.3% |
| 1Y | +25.5% | +25.8% | -0.3% | +13.3% |
| 3Y | +134.7% | +53.7% | +81.0% | +91.1% |
| 5Y | +139.9% | -1.8% | +141.7% | +129.6% |
| All | +417.7% | +216.3% | +201.4% | +264.1% |
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