-21.8%
WU vs EXR
+1,921.3%
-1,943.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.4% |
| 7D | +11.0% | +1.7% | +9.3% | +10.4% |
| 30D | +13.4% | +18.0% | -4.6% | +6.9% |
| 3M | +2.2% | +9.7% | -7.4% | -1.1% |
| 6M | -18.2% | +13.4% | -31.6% | -21.9% |
| YTD | -18.3% | +26.3% | -44.6% | -25.3% |
| 1Y | -12.2% | +27.6% | -39.7% | -20.0% |
| 3Y | -20.8% | +52.2% | -73.0% | -33.6% |
| 5Y | -42.6% | -1.1% | -41.5% | -45.2% |
| 10Y | -35.5% | +216.8% | -252.3% | -62.0% |
| All | -21.8% | +1,921.3% | -1,943.1% | -82.4% |
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