+713.5%
WPM vs EXR
+215.7%
+497.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | -0.5% | -1.2% | +0.7% | -0.2% |
| 30D | -3.1% | +18.3% | -21.4% | -6.5% |
| 3M | -2.2% | +9.1% | -11.2% | -4.0% |
| 6M | -7.4% | +11.7% | -19.1% | -9.8% |
| YTD | +12.6% | +25.7% | -13.0% | +7.3% |
| 1Y | +22.8% | +24.9% | -2.1% | +17.1% |
| 3Y | +213.6% | +51.4% | +162.2% | +185.6% |
| 5Y | +211.2% | -1.9% | +213.1% | +203.9% |
| All | +713.5% | +215.7% | +497.8% | +597.6% |
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 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