+302.1%
WMB vs EXR
+147.0%
+155.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.3% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | +7.7% | -6.9% | +14.7% | +9.5% |
| 3M | +6.7% | -3.0% | +9.7% | +7.3% |
| 6M | +3.6% | -2.9% | +6.6% | +4.0% |
| YTD | +28.0% | +9.3% | +18.7% | +24.5% |
| 1Y | +37.6% | -0.9% | +38.6% | +37.0% |
| 3Y | +149.0% | +24.7% | +124.3% | +128.3% |
| 5Y | +285.3% | -11.7% | +297.0% | +281.4% |
| 10Y | +302.1% | +148.4% | +153.7% | +204.8% |
| All | +302.1% | +147.0% | +155.1% | +204.8% |
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