+508.5%
WPM vs EXR
+147.0%
+361.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +7.0% | -0.7% | +7.7% | +7.2% |
| 30D | +15.7% | -6.9% | +22.7% | +17.6% |
| 3M | +35.2% | -3.0% | +38.2% | +35.8% |
| 6M | +6.1% | -2.9% | +9.0% | +6.6% |
| YTD | +32.6% | +9.3% | +23.3% | +30.0% |
| 1Y | +46.9% | -0.9% | +47.8% | +46.8% |
| 3Y | +276.3% | +24.7% | +251.6% | +254.8% |
| 5Y | +260.0% | -11.7% | +271.7% | +260.3% |
| 10Y | +508.5% | +148.4% | +360.1% | +423.4% |
| All | +508.5% | +147.0% | +361.5% | +423.4% |
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