-28.6%
WDAY vs EXR
-11.8%
-16.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.9% |
| 7D | -4.4% | -2.6% | -1.8% | -3.4% |
| 30D | +14.7% | -7.2% | +21.9% | +18.1% |
| 3M | +32.4% | -3.5% | +35.9% | +34.6% |
| 6M | +36.9% | -5.3% | +42.2% | +39.4% |
| YTD | -8.8% | +9.4% | -18.2% | -12.7% |
| 1Y | -15.3% | +1.3% | -16.6% | -16.6% |
| 3Y | -21.2% | +22.4% | -43.6% | -32.4% |
| All | -28.6% | -11.8% | -16.8% | -30.8% |
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 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