+176.8%
WSM vs EXR
-11.6%
+188.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.4% |
| 3M | +12.9% | -3.0% | +15.9% | +14.4% |
| 6M | +23.0% | -2.9% | +26.0% | +24.6% |
| YTD | +28.9% | +9.3% | +19.6% | +23.4% |
| 1Y | +13.7% | -0.9% | +14.6% | +13.5% |
| 3Y | +232.6% | +24.7% | +207.9% | +193.4% |
| All | +176.8% | -11.6% | +188.4% | +183.3% |
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