+770.0%
WDC vs EXR
+53.5%
+716.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.0% |
| 7D | +12.1% | -0.4% | +12.5% | +12.1% |
| 30D | -18.8% | +18.2% | -37.0% | -19.5% |
| 3M | -39.3% | +7.3% | -46.6% | -39.4% |
| 6M | -40.1% | +13.8% | -54.0% | -41.2% |
| YTD | +71.8% | +25.9% | +45.9% | +65.3% |
| 1Y | +88.5% | +25.8% | +62.7% | +81.2% |
| 3Y | +770.0% | +53.7% | +716.3% | +698.6% |
| All | +770.0% | +53.5% | +716.5% | +698.6% |
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