+469.6%
WFC vs EXR
+2,662.2%
-2,192.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.6% |
| 7D | +3.8% | -2.6% | +6.3% | +5.4% |
| 30D | +1.5% | -7.2% | +8.7% | +6.0% |
| 3M | +10.9% | -3.5% | +14.4% | +12.7% |
| 6M | +8.4% | -5.3% | +13.7% | +11.1% |
| YTD | -1.9% | +9.4% | -11.2% | -8.4% |
| 1Y | +12.3% | +1.3% | +11.0% | +9.3% |
| 3Y | +132.3% | +22.4% | +109.9% | +89.0% |
| 5Y | +130.1% | -12.2% | +142.3% | +116.0% |
| 10Y | +134.4% | +148.6% | -14.2% | -3.1% |
| All | +469.6% | +2,662.2% | -2,192.6% | -62.6% |
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