+1,443.4%
WM vs EXR
+3,113.6%
-1,670.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.3% |
| 7D | +4.5% | +6.8% | -2.3% | +2.6% |
| 30D | +16.1% | +19.6% | -3.5% | +10.5% |
| 3M | +8.0% | +8.0% | +0.1% | +5.7% |
| 6M | +8.4% | +17.2% | -8.7% | +3.7% |
| YTD | +11.2% | +27.2% | -16.0% | +3.7% |
| 1Y | +22.3% | +26.1% | -3.7% | +14.3% |
| 3Y | +50.2% | +70.7% | -20.4% | +26.3% |
| 5Y | +63.3% | +1.0% | +62.3% | +56.1% |
| 10Y | +355.0% | +227.1% | +128.0% | +208.0% |
| All | +1,443.4% | +3,113.6% | -1,670.2% | +438.6% |
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