+1,770.8%
WCC vs EXR
+2,662.2%
-891.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.5% |
| 7D | +4.5% | -2.6% | +7.0% | +5.8% |
| 30D | -5.8% | -7.2% | +1.4% | -2.4% |
| 3M | -3.7% | -3.5% | -0.2% | -2.8% |
| 6M | +23.1% | -5.3% | +28.4% | +25.5% |
| YTD | +44.2% | +9.4% | +34.8% | +36.4% |
| 1Y | +62.1% | +1.3% | +60.8% | +58.3% |
| 3Y | +121.1% | +22.4% | +98.7% | +91.8% |
| 5Y | +214.0% | -12.2% | +226.2% | +214.6% |
| 10Y | +472.8% | +148.6% | +324.2% | +211.0% |
| All | +1,770.8% | +2,662.2% | -891.4% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling