+112.4%
WFC vs EXR
+216.3%
-103.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | +7.0% | +18.2% | -11.2% | +1.7% |
| 3M | -1.8% | +7.3% | -9.1% | -3.9% |
| 6M | +18.4% | +13.8% | +4.6% | +13.6% |
| YTD | -5.6% | +25.9% | -31.5% | -12.6% |
| 1Y | +3.9% | +25.8% | -21.9% | -3.8% |
| 3Y | +126.3% | +53.7% | +72.6% | +90.5% |
| 5Y | +91.1% | -1.8% | +92.9% | +82.9% |
| All | +112.4% | +216.3% | -103.9% | +43.3% |
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 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