+115.1%
WCC vs EXR
+69.9%
+45.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.4% |
| 7D | -14.7% | +5.2% | -19.9% | -16.2% |
| 30D | -20.1% | +20.9% | -40.9% | -25.2% |
| 3M | -21.2% | +7.7% | -28.9% | -23.3% |
| 6M | -19.2% | +13.2% | -32.3% | -23.3% |
| YTD | +20.2% | +26.5% | -6.3% | +9.1% |
| 1Y | +14.5% | +27.2% | -12.7% | +3.5% |
| 3Y | +115.1% | +71.5% | +43.6% | +73.1% |
| All | +115.1% | +69.9% | +45.2% | +73.1% |
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 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