+42.6%
WTW vs EXR
-11.2%
+53.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -7.8% | -3.2% | -4.6% | -7.1% |
| 30D | -7.9% | -6.9% | -1.0% | -6.4% |
| 3M | +19.9% | -7.8% | +27.7% | +22.1% |
| 6M | +9.8% | -4.9% | +14.7% | +10.8% |
| YTD | -3.3% | +7.2% | -10.5% | -5.2% |
| 1Y | -3.3% | -1.5% | -1.8% | -3.4% |
| 3Y | +61.5% | +22.3% | +39.3% | +48.9% |
| 5Y | +42.6% | -10.9% | +53.5% | +45.0% |
| All | +42.6% | -11.2% | +53.8% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling