+131.4%
WCC vs EXR
+24.9%
+106.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.3% |
| 7D | +4.5% | -2.6% | +7.0% | +5.5% |
| 30D | -5.8% | -7.2% | +1.4% | -3.2% |
| 3M | -3.7% | -3.5% | -0.2% | -3.2% |
| 6M | +23.1% | -5.3% | +28.4% | +24.5% |
| YTD | +44.2% | +9.4% | +34.8% | +37.2% |
| 1Y | +62.1% | +1.3% | +60.8% | +58.3% |
| All | +131.4% | +24.9% | +106.6% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling