+202.2%
WELL vs EXR
+53.5%
+148.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +0.1% | -0.4% | +0.6% | +0.3% |
| 30D | +5.7% | +18.2% | -12.6% | 0.0% |
| 3M | +4.6% | +7.3% | -2.7% | +2.1% |
| 6M | +11.9% | +13.8% | -2.0% | +7.1% |
| YTD | +33.6% | +25.9% | +7.7% | +23.8% |
| 1Y | +29.8% | +25.8% | +4.0% | +20.2% |
| 3Y | +202.2% | +53.7% | +148.4% | +173.0% |
| All | +202.2% | +53.5% | +148.6% | +173.0% |
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 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