+122.5%
WCC vs EXR
-0.3%
+122.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.4% |
| 7D | -14.7% | +5.2% | -19.9% | -16.7% |
| 30D | -20.1% | +20.9% | -40.9% | -26.6% |
| 3M | -21.2% | +7.7% | -28.9% | -24.0% |
| 6M | -19.2% | +13.2% | -32.3% | -24.4% |
| YTD | +20.2% | +26.5% | -6.3% | +6.6% |
| 1Y | +14.5% | +27.2% | -12.7% | +1.1% |
| 3Y | +115.1% | +71.5% | +43.6% | +56.0% |
| All | +122.5% | -0.3% | +122.9% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling