+434.6%
WFC vs EXR
+3,094.9%
-2,660.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +1.2% | +5.2% | -4.0% | -1.8% |
| 30D | +5.2% | +20.9% | -15.7% | -6.0% |
| 3M | -3.0% | +7.7% | -10.8% | -7.4% |
| 6M | +6.2% | +13.2% | -7.0% | -2.0% |
| YTD | -7.9% | +26.5% | -34.4% | -21.2% |
| 1Y | +0.3% | +27.2% | -26.9% | -14.6% |
| 3Y | +117.7% | +71.5% | +46.2% | +44.0% |
| 5Y | +88.4% | +0.4% | +88.0% | +64.2% |
| 10Y | +147.3% | +225.2% | -77.9% | -13.7% |
| All | +434.6% | +3,094.9% | -2,660.3% | -67.8% |
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