+9.6%
WY vs EXR
+144.7%
-135.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +1.0% |
| 7D | -1.7% | -3.1% | +1.4% | 0.0% |
| 30D | -9.9% | -7.5% | -2.3% | -5.9% |
| 3M | -7.5% | -7.5% | 0.0% | -3.5% |
| 6M | -5.1% | -5.2% | 0.0% | -2.4% |
| YTD | -2.1% | +6.5% | -8.6% | -5.7% |
| 1Y | -7.3% | -2.0% | -5.3% | -6.8% |
| 3Y | -22.6% | +21.5% | -44.2% | -32.0% |
| 5Y | -19.8% | -11.5% | -8.3% | -19.1% |
| 10Y | +9.6% | +148.0% | -138.4% | -34.3% |
| All | +9.6% | +144.7% | -135.2% | -34.3% |
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