+296.2%
WDAY vs EXR
+683.4%
-387.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.1% | -3.4% |
| 7D | -2.5% | +5.2% | -7.7% | -4.2% |
| 30D | +4.7% | +20.9% | -16.2% | -2.0% |
| 3M | +13.3% | +7.7% | +5.6% | +10.5% |
| 6M | +57.3% | +13.2% | +44.1% | +50.7% |
| YTD | -10.2% | +26.5% | -36.7% | -17.9% |
| 1Y | -14.1% | +27.2% | -41.3% | -21.6% |
| 3Y | -11.7% | +71.5% | -83.2% | -30.5% |
| 5Y | -33.5% | +0.4% | -33.8% | -36.4% |
| 10Y | +133.1% | +225.2% | -92.1% | +48.1% |
| All | +296.2% | +683.4% | -387.3% | +79.0% |
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