+324.5%
WST vs EXR
+147.0%
+177.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | -4.6% | -6.9% | +2.3% | -2.5% |
| 3M | +5.7% | -3.0% | +8.7% | +6.5% |
| 6M | +37.6% | -2.9% | +40.5% | +38.4% |
| YTD | +23.0% | +9.3% | +13.8% | +19.1% |
| 1Y | +33.8% | -0.9% | +34.8% | +33.4% |
| 3Y | -13.4% | +24.7% | -38.1% | -21.4% |
| 5Y | -27.0% | -11.7% | -15.3% | -26.6% |
| 10Y | +324.5% | +148.4% | +176.2% | +254.2% |
| All | +324.5% | +147.0% | +177.5% | +254.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling