+2,483.6%
WSM vs EXR
+3,075.0%
-591.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.8% | -4.1% |
| 7D | -3.2% | -1.2% | -2.0% | -2.5% |
| 30D | +4.6% | +18.3% | -13.6% | -4.5% |
| 3M | +2.4% | +9.1% | -6.6% | -2.4% |
| 6M | +43.7% | +11.7% | +31.9% | +35.0% |
| YTD | +42.1% | +25.7% | +16.4% | +24.8% |
| 1Y | +32.3% | +24.9% | +7.3% | +16.5% |
| 3Y | +253.0% | +51.4% | +201.6% | +172.0% |
| 5Y | +161.3% | -1.9% | +163.2% | +148.1% |
| 10Y | +1,105.9% | +214.0% | +891.9% | +440.2% |
| All | +2,483.6% | +3,075.0% | -591.5% | +134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling