+772.0%
WDC vs EXR
+53.9%
+718.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.6% | +9.2% | +9.8% |
| 7D | -14.4% | +2.7% | -17.1% | -14.5% |
| 30D | -27.1% | +18.9% | -46.0% | -27.7% |
| 3M | -33.3% | +8.4% | -41.6% | -33.4% |
| 6M | -39.6% | +14.3% | -53.9% | -40.6% |
| YTD | +68.4% | +27.2% | +41.1% | +62.0% |
| 1Y | +78.2% | +25.9% | +52.2% | +71.4% |
| 3Y | +772.0% | +54.6% | +717.4% | +697.4% |
| All | +772.0% | +53.9% | +718.1% | +697.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling