+122.4%
WMB vs EXR
+53.2%
+69.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | +8.1% | -1.2% | +9.3% | +8.2% |
| 30D | -6.9% | +18.3% | -25.2% | -8.8% |
| 3M | -5.1% | +9.1% | -14.2% | -6.1% |
| 6M | -5.7% | +11.7% | -17.5% | -7.1% |
| YTD | +18.1% | +25.7% | -7.6% | +14.2% |
| 1Y | +18.4% | +24.9% | -6.5% | +14.6% |
| All | +122.4% | +53.2% | +69.2% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling