-19.4%
WDAY vs EXR
-2.8%
-16.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.1% |
| 7D | -7.4% | -3.1% | -4.3% | -7.2% |
| 30D | +1.0% | -7.5% | +8.5% | +1.5% |
| 3M | +32.7% | -7.5% | +40.2% | +33.5% |
| 6M | +25.6% | -5.2% | +30.8% | +28.2% |
| YTD | -13.4% | +6.5% | -19.9% | -12.3% |
| 1Y | -19.4% | -2.0% | -17.3% | -18.8% |
| All | -19.4% | -2.8% | -16.5% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling