+212.9%
WELL vs EXR
-11.8%
+224.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -1.6% |
| 7D | -0.8% | -2.6% | +1.8% | +0.1% |
| 30D | -0.1% | -7.2% | +7.1% | +2.7% |
| 3M | +18.0% | -3.5% | +21.5% | +19.6% |
| 6M | +15.0% | -5.3% | +20.3% | +17.1% |
| YTD | +28.6% | +9.4% | +19.3% | +24.2% |
| 1Y | +42.9% | +1.3% | +41.6% | +41.5% |
| 3Y | +203.0% | +22.4% | +180.6% | +174.4% |
| All | +212.9% | -11.8% | +224.7% | +224.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling