+653.4%
WDC vs EXR
+215.3%
+438.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.6% | +9.2% | +9.7% |
| 7D | -14.4% | +2.7% | -17.1% | -15.1% |
| 30D | -27.1% | +18.9% | -46.0% | -30.7% |
| 3M | -33.3% | +8.4% | -41.6% | -35.0% |
| 6M | -39.6% | +14.3% | -53.9% | -42.7% |
| YTD | +68.4% | +27.2% | +41.1% | +54.1% |
| 1Y | +78.2% | +25.9% | +52.2% | +63.3% |
| 3Y | +772.0% | +54.6% | +717.4% | +618.8% |
| 5Y | +584.9% | -0.6% | +585.5% | +552.5% |
| 10Y | +653.4% | +208.5% | +444.9% | +423.9% |
| All | +653.4% | +215.3% | +438.2% | +423.9% |
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