+711.3%
WPM vs EXR
+216.3%
+495.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.6% | -0.4% | -3.1% | -3.5% |
| 30D | +1.4% | +18.2% | -16.8% | -2.1% |
| 3M | -0.2% | +7.3% | -7.5% | -1.7% |
| 6M | -7.3% | +13.8% | -21.1% | -10.1% |
| YTD | +12.3% | +25.9% | -13.6% | +6.9% |
| 1Y | +24.9% | +25.8% | -0.9% | +18.9% |
| 3Y | +210.4% | +53.7% | +156.7% | +181.9% |
| 5Y | +210.4% | -1.8% | +212.1% | +203.0% |
| All | +711.3% | +216.3% | +495.0% | +595.4% |
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