+1,245.5%
WDC vs EXR
+147.0%
+1,098.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | +6.0% | -0.7% | +6.7% | +6.2% |
| 30D | +9.9% | -6.9% | +16.9% | +12.1% |
| 3M | -9.4% | -3.0% | -6.4% | -9.6% |
| 6M | +94.7% | -2.9% | +97.7% | +94.2% |
| YTD | +177.4% | +9.3% | +168.1% | +166.3% |
| 1Y | +412.6% | -0.9% | +413.5% | +405.1% |
| 3Y | +1,359.8% | +24.7% | +1,335.1% | +1,192.0% |
| 5Y | +992.6% | -11.7% | +1,004.3% | +975.6% |
| 10Y | +1,245.5% | +148.4% | +1,097.1% | +889.8% |
| All | +1,245.5% | +147.0% | +1,098.5% | +889.8% |
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 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