+232.6%
WSM vs EXR
+23.6%
+209.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +2.6% | -0.7% | +3.3% | +2.9% |
| 30D | -9.5% | -6.9% | -2.6% | -6.5% |
| 3M | +12.9% | -3.0% | +15.9% | +14.4% |
| 6M | +23.0% | -2.9% | +26.0% | +24.5% |
| YTD | +28.9% | +9.3% | +19.6% | +23.8% |
| 1Y | +13.7% | -0.9% | +14.6% | +13.5% |
| 3Y | +232.6% | +24.7% | +207.9% | +210.2% |
| All | +232.6% | +23.6% | +209.0% | +210.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling