+12.7%
WSM vs EXR
-0.7%
+13.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | -0.5% | -1.2% | +0.6% | 0.0% |
| 30D | -7.7% | -6.2% | -1.5% | -4.7% |
| 3M | +3.8% | -7.4% | +11.2% | +7.8% |
| 6M | +22.7% | -0.5% | +23.2% | +22.4% |
| YTD | +28.0% | +8.1% | +19.9% | +24.3% |
| 1Y | +12.7% | -2.9% | +15.6% | +5.5% |
| All | +12.7% | -0.7% | +13.4% | +5.5% |
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