+808.7%
WMT vs EXR
+2,662.2%
-1,853.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +3.9% | -2.6% | +6.5% | +4.5% |
| 30D | -4.4% | -7.2% | +2.8% | -3.0% |
| 3M | -8.8% | -3.5% | -5.3% | -8.2% |
| 6M | -15.6% | -5.3% | -10.3% | -14.8% |
| YTD | -3.2% | +9.4% | -12.6% | -5.1% |
| 1Y | +7.0% | +1.3% | +5.7% | +6.4% |
| 3Y | +105.3% | +22.4% | +82.9% | +93.8% |
| 5Y | +129.3% | -12.2% | +141.5% | +127.9% |
| 10Y | +423.9% | +148.6% | +275.4% | +311.7% |
| All | +808.7% | +2,662.2% | -1,853.5% | +326.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling