+330.3%
WM vs EXR
+216.3%
+114.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +3.2% | -0.4% | +3.6% | +3.3% |
| 30D | +13.0% | +18.2% | -5.2% | +7.5% |
| 3M | +9.2% | +7.3% | +1.9% | +6.9% |
| 6M | +13.6% | +13.8% | -0.2% | +9.2% |
| YTD | +12.4% | +25.9% | -13.5% | +4.4% |
| 1Y | +21.2% | +25.8% | -4.6% | +12.6% |
| 3Y | +48.7% | +53.7% | -5.0% | +26.4% |
| 5Y | +61.9% | -1.8% | +63.6% | +56.9% |
| All | +330.3% | +216.3% | +114.0% | +191.1% |
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