+501.7%
WTW vs EXR
+3,095.3%
-2,593.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -0.9% | -1.1% | +0.2% | -0.6% |
| 30D | +12.0% | +18.8% | -6.8% | +6.2% |
| 3M | -2.1% | +9.9% | -12.0% | -4.9% |
| 6M | +34.8% | +12.6% | +22.1% | +29.8% |
| YTD | +2.7% | +26.5% | -23.7% | -4.9% |
| 1Y | +5.1% | +24.5% | -19.4% | -2.3% |
| 3Y | +44.4% | +52.4% | -8.0% | +22.6% |
| 5Y | +55.1% | -1.5% | +56.7% | +48.3% |
| 10Y | +216.1% | +216.0% | +0.1% | +101.3% |
| All | +501.7% | +3,095.3% | -2,593.6% | +60.1% |
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