-24.8%
WY vs EXR
+51.9%
-76.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.9% |
| 7D | +0.2% | +1.7% | -1.5% | -0.8% |
| 30D | +8.0% | +18.0% | -10.0% | -1.9% |
| 3M | -17.7% | +9.7% | -27.3% | -22.0% |
| 6M | -10.8% | +13.4% | -24.2% | -17.1% |
| YTD | -10.6% | +26.3% | -36.9% | -22.2% |
| 1Y | -5.7% | +27.6% | -33.3% | -18.4% |
| 3Y | -24.8% | +52.2% | -77.0% | -42.4% |
| All | -24.8% | +51.9% | -76.7% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling