+1,294.7%
WM vs EXR
+2,662.2%
-1,367.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -0.3% | -2.6% | +2.3% | +0.4% |
| 30D | -2.4% | -7.2% | +4.8% | -0.4% |
| 3M | +0.4% | -3.5% | +3.9% | +1.4% |
| 6M | -9.5% | -5.3% | -4.2% | -8.3% |
| YTD | +0.5% | +9.4% | -8.8% | -2.3% |
| 1Y | -1.1% | +1.3% | -2.4% | -2.0% |
| 3Y | +46.0% | +22.4% | +23.6% | +34.5% |
| 5Y | +51.8% | -12.2% | +64.0% | +50.7% |
| 10Y | +307.5% | +148.6% | +158.9% | +196.7% |
| All | +1,294.7% | +2,662.2% | -1,367.6% | +407.5% |
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