+139.3%
WFC vs EXR
+24.9%
+114.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | +3.8% | -2.6% | +6.3% | +4.3% |
| 30D | +1.5% | -7.2% | +8.7% | +2.9% |
| 3M | +10.9% | -3.5% | +14.4% | +11.5% |
| 6M | +8.4% | -5.3% | +13.7% | +9.3% |
| YTD | -1.9% | +9.4% | -11.2% | -4.0% |
| 1Y | +12.3% | +1.3% | +11.0% | +11.4% |
| All | +139.3% | +24.9% | +114.5% | +122.5% |
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