+112.8%
WY vs EXR
+2,662.2%
-2,549.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.5% |
| 7D | -1.7% | -2.6% | +0.8% | -0.4% |
| 30D | -10.1% | -7.2% | -2.9% | -6.4% |
| 3M | -5.1% | -3.5% | -1.6% | -3.3% |
| 6M | -4.8% | -5.3% | +0.5% | -2.0% |
| YTD | -0.2% | +9.4% | -9.6% | -5.2% |
| 1Y | -6.6% | +1.3% | -7.9% | -7.7% |
| 3Y | -22.7% | +22.4% | -45.2% | -32.4% |
| 5Y | -22.2% | -12.2% | -10.0% | -21.2% |
| 10Y | +7.3% | +148.6% | -141.3% | -39.8% |
| All | +112.8% | +2,662.2% | -2,549.5% | -68.2% |
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