+2,036.9%
WELL vs EXR
+2,662.2%
-625.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -1.4% |
| 7D | -0.8% | -2.6% | +1.8% | +0.7% |
| 30D | -0.1% | -7.2% | +7.1% | +4.2% |
| 3M | +18.0% | -3.5% | +21.5% | +20.3% |
| 6M | +15.0% | -5.3% | +20.3% | +18.2% |
| YTD | +28.6% | +9.4% | +19.3% | +21.4% |
| 1Y | +42.9% | +1.3% | +41.6% | +40.0% |
| 3Y | +203.0% | +22.4% | +180.6% | +155.3% |
| 5Y | +206.9% | -12.2% | +219.1% | +201.0% |
| 10Y | +339.5% | +148.6% | +190.9% | +129.2% |
| All | +2,036.9% | +2,662.2% | -625.4% | +160.1% |
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