+189.6%
WTW vs EXR
+151.8%
+37.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -5.7% | -1.2% | -4.6% | -5.4% |
| 30D | -7.3% | -6.2% | -1.0% | -5.6% |
| 3M | +21.5% | -7.4% | +28.9% | +24.0% |
| 6M | +9.6% | -0.5% | +10.2% | +9.5% |
| YTD | -3.3% | +8.1% | -11.4% | -5.8% |
| 1Y | -6.1% | -2.9% | -3.3% | -6.0% |
| 3Y | +61.8% | +22.9% | +38.9% | +47.3% |
| 5Y | +42.7% | -10.2% | +52.8% | +41.1% |
| All | +189.6% | +151.8% | +37.8% | +118.2% |
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