+1,460.2%
WCC vs EXR
+3,094.9%
-1,634.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.5% |
| 7D | -14.7% | +5.2% | -19.9% | -17.0% |
| 30D | -20.1% | +20.9% | -40.9% | -27.5% |
| 3M | -21.2% | +7.7% | -28.9% | -24.5% |
| 6M | -19.2% | +13.2% | -32.3% | -25.0% |
| YTD | +20.2% | +26.5% | -6.3% | +5.4% |
| 1Y | +14.5% | +27.2% | -12.7% | -0.1% |
| 3Y | +115.1% | +71.5% | +43.6% | +56.6% |
| 5Y | +121.5% | +0.4% | +121.1% | +107.3% |
| 10Y | +468.1% | +225.2% | +242.9% | +167.6% |
| All | +1,460.2% | +3,094.9% | -1,634.7% | +87.9% |
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