+259.9%
WMB vs EXR
+215.3%
+44.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | -6.7% | +2.7% | -9.3% | -7.3% |
| 30D | -8.6% | +18.9% | -27.5% | -12.4% |
| 3M | -4.9% | +8.4% | -13.3% | -6.9% |
| 6M | -6.3% | +14.3% | -20.6% | -9.6% |
| YTD | +13.0% | +27.2% | -14.3% | +5.9% |
| 1Y | +14.9% | +25.9% | -11.0% | +7.9% |
| 3Y | +113.4% | +54.6% | +58.7% | +85.4% |
| 5Y | +190.2% | -0.6% | +190.8% | +179.5% |
| 10Y | +259.9% | +208.5% | +51.3% | +160.4% |
| All | +259.9% | +215.3% | +44.6% | +160.4% |
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