+109.9%
WDAY vs EXR
+147.0%
-37.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.8% |
| 7D | -6.1% | -0.7% | -5.4% | -5.9% |
| 30D | +3.7% | -6.9% | +10.6% | +6.3% |
| 3M | +29.6% | -3.0% | +32.6% | +31.3% |
| 6M | +23.3% | -2.9% | +26.3% | +24.3% |
| YTD | -13.3% | +9.3% | -22.5% | -16.4% |
| 1Y | -19.6% | -0.9% | -18.7% | -20.1% |
| 3Y | -25.7% | +24.7% | -50.4% | -34.0% |
| 5Y | -31.6% | -11.7% | -19.9% | -31.6% |
| 10Y | +109.9% | +148.4% | -38.4% | +69.3% |
| All | +109.9% | +147.0% | -37.1% | +69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling