+503.8%
WTW vs EXR
+3,081.1%
-2,577.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | +12.9% | +18.2% | -5.3% | +7.2% |
| 3M | +0.7% | +7.3% | -6.6% | -1.4% |
| 6M | +39.5% | +13.8% | +25.6% | +33.9% |
| YTD | +3.1% | +25.9% | -22.8% | -4.5% |
| 1Y | +4.8% | +25.8% | -21.0% | -3.0% |
| 3Y | +42.9% | +53.7% | -10.8% | +21.0% |
| 5Y | +55.3% | -1.8% | +57.0% | +48.6% |
| 10Y | +217.2% | +214.5% | +2.6% | +102.3% |
| All | +503.8% | +3,081.1% | -2,577.3% | +60.9% |
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