+2,138.0%
WELL vs EXR
+3,114.4%
-976.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.3% | +0.6% |
| 7D | +3.5% | +2.7% | +0.8% | +2.0% |
| 30D | +9.7% | +18.9% | -9.2% | -0.5% |
| 3M | +4.8% | +8.4% | -3.6% | 0.0% |
| 6M | +16.1% | +14.3% | +1.8% | +7.3% |
| YTD | +34.7% | +27.2% | +7.4% | +16.6% |
| 1Y | +31.9% | +25.9% | +6.0% | +14.6% |
| 3Y | +209.9% | +54.6% | +155.2% | +129.7% |
| 5Y | +226.5% | -0.6% | +227.1% | +200.0% |
| 10Y | +455.3% | +208.5% | +246.8% | +156.6% |
| All | +2,138.0% | +3,114.4% | -976.4% | +149.8% |
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