+141.1%
WEC vs EXR
+147.0%
-5.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +0.8% | -0.7% | +1.5% | +1.1% |
| 30D | +0.3% | -6.9% | +7.3% | +3.1% |
| 3M | -2.9% | -3.0% | +0.1% | -1.9% |
| 6M | -5.9% | -2.9% | -3.0% | -5.1% |
| YTD | +4.1% | +9.3% | -5.1% | +0.2% |
| 1Y | +3.1% | -0.9% | +4.1% | +2.8% |
| 3Y | +40.8% | +24.7% | +16.1% | +24.2% |
| 5Y | +31.7% | -11.7% | +43.4% | +30.5% |
| 10Y | +141.1% | +148.4% | -7.3% | +48.6% |
| All | +141.1% | +147.0% | -5.9% | +48.6% |
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 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