-15.1%
WST vs EXR
+24.9%
-40.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | +0.7% | -2.6% | +3.3% | +1.5% |
| 30D | -3.1% | -7.2% | +4.0% | -1.1% |
| 3M | +7.2% | -3.5% | +10.7% | +8.1% |
| 6M | +36.8% | -5.3% | +42.1% | +38.5% |
| YTD | +23.8% | +9.4% | +14.5% | +20.2% |
| 1Y | +37.8% | +1.3% | +36.4% | +36.3% |
| All | -15.1% | +24.9% | -40.0% | -22.4% |
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