+46.2%
WM vs EXR
+69.9%
-23.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | +1.2% | +5.2% | -4.0% | +0.2% |
| 30D | +13.1% | +20.9% | -7.8% | +8.9% |
| 3M | +3.6% | +7.7% | -4.1% | +2.0% |
| 6M | +8.1% | +13.2% | -5.1% | +5.4% |
| YTD | +8.9% | +26.5% | -17.6% | +4.0% |
| 1Y | +20.3% | +27.2% | -6.9% | +14.8% |
| 3Y | +46.2% | +71.5% | -25.4% | +38.3% |
| All | +46.2% | +69.9% | -23.7% | +38.3% |
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