+41.1%
WSM vs EXR
+28.1%
+13.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.1% | +3.4% | +4.5% |
| 7D | +8.0% | +11.3% | -3.3% | +1.3% |
| 30D | +13.5% | +21.2% | -7.7% | +1.3% |
| 3M | +8.8% | +8.7% | +0.1% | +3.5% |
| 6M | +54.7% | +18.2% | +36.5% | +39.5% |
| YTD | +53.3% | +27.9% | +25.3% | +30.4% |
| 1Y | +41.1% | +28.3% | +12.8% | +19.1% |
| All | +41.1% | +28.1% | +13.1% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling