+305.6%
WM vs EXR
+148.5%
+157.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -0.3% | -2.6% | +2.3% | +0.5% |
| 30D | -2.4% | -7.2% | +4.8% | -0.2% |
| 3M | +0.4% | -3.5% | +3.9% | +1.5% |
| 6M | -9.5% | -5.3% | -4.2% | -8.2% |
| YTD | +0.5% | +9.4% | -8.8% | -2.5% |
| 1Y | -1.1% | +1.3% | -2.4% | -2.0% |
| 3Y | +46.0% | +22.4% | +23.6% | +33.1% |
| 5Y | +51.8% | -12.2% | +64.0% | +51.6% |
| All | +305.6% | +148.5% | +157.1% | +185.7% |
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