+259.5%
WPM vs EXR
-0.5%
+260.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.4% |
| 7D | +20.8% | +2.7% | +18.1% | +20.0% |
| 30D | +3.8% | +18.9% | -15.1% | -1.2% |
| 3M | +7.4% | +8.4% | -1.0% | +4.9% |
| 6M | +4.0% | +14.3% | -10.4% | -0.3% |
| YTD | +23.0% | +27.2% | -4.2% | +14.8% |
| 1Y | +45.9% | +25.9% | +20.0% | +36.5% |
| 3Y | +242.9% | +54.6% | +188.3% | +198.2% |
| 5Y | +259.5% | -0.6% | +260.1% | +254.6% |
| All | +259.5% | -0.5% | +260.0% | +254.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling