+100.5%
WMT vs EXR
+23.6%
+76.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | -5.0% | -6.9% | +2.0% | -3.8% |
| 3M | -11.3% | -3.0% | -8.3% | -10.8% |
| 6M | -13.8% | -2.9% | -10.8% | -13.5% |
| YTD | -4.2% | +9.3% | -13.5% | -5.5% |
| 1Y | +4.6% | -0.9% | +5.5% | +4.5% |
| 3Y | +100.5% | +24.7% | +75.8% | +102.3% |
| All | +100.5% | +23.6% | +76.9% | +102.3% |
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 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