+455.3%
WELL vs EXR
+215.3%
+240.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.3% | +0.6% |
| 7D | +3.5% | +2.7% | +0.8% | +2.1% |
| 30D | +9.7% | +18.9% | -9.2% | +0.4% |
| 3M | +4.8% | +8.4% | -3.6% | +0.4% |
| 6M | +16.1% | +14.3% | +1.8% | +8.1% |
| YTD | +34.7% | +27.2% | +7.4% | +18.2% |
| 1Y | +31.9% | +25.9% | +6.0% | +16.1% |
| 3Y | +209.9% | +54.6% | +155.2% | +133.4% |
| 5Y | +226.5% | -0.6% | +227.1% | +206.5% |
| 10Y | +455.3% | +208.5% | +246.8% | +155.0% |
| All | +455.3% | +215.3% | +240.0% | +155.0% |
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