+32.3%
WSM vs EXR
+24.1%
+8.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.8% | -4.1% |
| 7D | -3.2% | -1.2% | -2.0% | -2.4% |
| 30D | +4.6% | +18.3% | -13.6% | -5.1% |
| 3M | +2.4% | +9.1% | -6.6% | -2.7% |
| 6M | +43.7% | +11.7% | +31.9% | +34.0% |
| YTD | +42.1% | +25.7% | +16.4% | +22.1% |
| 1Y | +32.3% | +24.9% | +7.3% | +13.7% |
| All | +32.3% | +24.1% | +8.1% | +13.7% |
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