+1,329.3%
WEC vs EXR
+3,094.9%
-1,765.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -0.2% | +5.2% | -5.4% | -1.5% |
| 30D | +12.3% | +20.9% | -8.6% | +6.9% |
| 3M | +8.3% | +7.7% | +0.5% | +6.2% |
| 6M | +3.5% | +13.2% | -9.7% | +0.1% |
| YTD | +12.7% | +26.5% | -13.8% | +5.8% |
| 1Y | +8.2% | +27.2% | -19.0% | +1.4% |
| 3Y | +55.9% | +71.5% | -15.7% | +33.3% |
| 5Y | +51.2% | +0.4% | +50.9% | +46.1% |
| 10Y | +177.6% | +225.2% | -47.6% | +102.2% |
| All | +1,329.3% | +3,094.9% | -1,765.6% | +535.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling