+495.3%
WWD vs EXR
+144.7%
+350.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.5% |
| 7D | +0.6% | -3.1% | +3.7% | +1.8% |
| 30D | -5.1% | -7.5% | +2.4% | -2.3% |
| 3M | -11.2% | -7.5% | -3.7% | -8.8% |
| 6M | -12.0% | -5.2% | -6.8% | -10.4% |
| YTD | +12.0% | +6.5% | +5.5% | +9.0% |
| 1Y | +42.8% | -2.0% | +44.8% | +43.0% |
| 3Y | +168.9% | +21.5% | +147.4% | +140.0% |
| 5Y | +192.2% | -11.5% | +203.7% | +190.1% |
| 10Y | +495.3% | +148.0% | +347.3% | +315.7% |
| All | +495.3% | +144.7% | +350.5% | +315.7% |
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