+163.2%
WSM vs EXR
-1.8%
+165.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | 0.0% | -0.4% | +0.4% | +0.2% |
| 30D | +5.1% | +18.2% | -13.1% | -2.9% |
| 3M | +5.1% | +7.3% | -2.2% | +1.6% |
| 6M | +48.6% | +13.8% | +34.8% | +39.6% |
| YTD | +44.2% | +25.9% | +18.3% | +29.0% |
| 1Y | +38.1% | +25.8% | +12.3% | +23.5% |
| 3Y | +257.2% | +53.7% | +203.5% | +185.5% |
| All | +163.2% | -1.8% | +165.0% | +160.8% |
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