+421.1%
WMT vs EXR
+149.6%
+271.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -2.5% | -3.2% | +0.7% | -1.8% |
| 30D | -6.4% | -6.9% | +0.5% | -5.1% |
| 3M | -12.1% | -7.8% | -4.3% | -10.7% |
| 6M | -15.0% | -4.9% | -10.1% | -14.2% |
| YTD | -4.5% | +7.2% | -11.6% | -6.0% |
| 1Y | +6.2% | -1.5% | +7.7% | +6.2% |
| 3Y | +99.9% | +22.3% | +77.6% | +89.0% |
| 5Y | +131.4% | -10.9% | +142.4% | +130.3% |
| All | +421.1% | +149.6% | +271.4% | +311.3% |
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