+5,126.0%
WST vs EXR
+3,094.9%
+2,031.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.1% |
| 7D | -3.1% | +5.2% | -8.3% | -4.7% |
| 30D | +9.1% | +20.9% | -11.8% | +2.7% |
| 3M | +14.7% | +7.7% | +7.0% | +11.9% |
| 6M | +28.0% | +13.2% | +14.8% | +22.7% |
| YTD | +45.6% | +26.5% | +19.2% | +34.4% |
| 1Y | +45.7% | +27.2% | +18.5% | +34.1% |
| 3Y | +21.1% | +71.5% | -50.5% | -0.8% |
| 5Y | +0.3% | +0.4% | 0.0% | -3.4% |
| 10Y | +449.0% | +225.2% | +223.9% | +253.7% |
| All | +5,126.0% | +3,094.9% | +2,031.1% | +1,389.1% |
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