+266.3%
WMB vs EXR
+205.9%
+60.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | -6.9% | +1.7% | -8.7% | -7.3% |
| 30D | -7.2% | +18.0% | -25.2% | -10.9% |
| 3M | -5.4% | +9.7% | -15.1% | -7.7% |
| 6M | -4.9% | +13.4% | -18.3% | -8.0% |
| YTD | +14.7% | +26.3% | -11.6% | +7.6% |
| 1Y | +14.7% | +27.6% | -12.8% | +7.3% |
| 3Y | +116.4% | +52.2% | +64.2% | +88.7% |
| 5Y | +198.5% | -1.1% | +199.6% | +187.8% |
| 10Y | +266.3% | +216.8% | +49.5% | +165.7% |
| All | +266.3% | +205.9% | +60.4% | +165.7% |
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