+461.1%
WWD vs EXR
+205.9%
+255.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.7% |
| 7D | +0.4% | +1.7% | -1.3% | -0.3% |
| 30D | -0.4% | +18.0% | -18.5% | -6.7% |
| 3M | -6.1% | +9.7% | -15.7% | -9.5% |
| 6M | -9.5% | +13.4% | -23.0% | -14.2% |
| YTD | +10.8% | +26.3% | -15.5% | +0.9% |
| 1Y | +23.5% | +27.6% | -4.0% | +12.0% |
| 3Y | +151.3% | +52.2% | +99.1% | +105.1% |
| 5Y | +187.8% | -1.1% | +188.9% | +175.4% |
| 10Y | +461.1% | +216.8% | +244.3% | +277.5% |
| All | +461.1% | +205.9% | +255.2% | +277.5% |
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