+1,330.5%
WDC vs EXR
+24.9%
+1,305.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.1% | +6.0% |
| 7D | +1.7% | -2.6% | +4.3% | +2.0% |
| 30D | -10.0% | -7.2% | -2.8% | -9.4% |
| 3M | -18.8% | -3.5% | -15.3% | -19.1% |
| 6M | +79.0% | -5.3% | +84.3% | +78.2% |
| YTD | +171.6% | +9.4% | +162.2% | +163.7% |
| 1Y | +417.4% | +1.3% | +416.1% | +406.9% |
| All | +1,330.5% | +24.9% | +1,305.7% | +1,329.7% |
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