-39.6%
WU vs EXR
+144.7%
-184.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.1% |
| 7D | -4.9% | -3.1% | -1.9% | -4.1% |
| 30D | -1.3% | -7.5% | +6.2% | +1.0% |
| 3M | -3.6% | -7.5% | +3.9% | -1.3% |
| 6M | -24.3% | -5.2% | -19.1% | -23.3% |
| YTD | -21.1% | +6.5% | -27.6% | -23.0% |
| 1Y | -10.3% | -2.0% | -8.3% | -10.4% |
| 3Y | -28.4% | +21.5% | -49.9% | -33.6% |
| 5Y | -51.2% | -11.5% | -39.7% | -51.2% |
| 10Y | -39.6% | +148.0% | -187.6% | -54.6% |
| All | -39.6% | +144.7% | -184.4% | -54.6% |
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