-12.2%
WYNN vs EXR
-10.8%
-1.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -4.2% | -1.2% | -3.0% | -3.9% |
| 30D | -14.6% | -6.2% | -8.4% | -12.9% |
| 3M | -18.4% | -7.4% | -11.0% | -16.6% |
| 6M | -11.9% | -0.5% | -11.4% | -12.0% |
| YTD | -26.6% | +8.1% | -34.7% | -28.6% |
| 1Y | -28.5% | -2.9% | -25.7% | -28.4% |
| 3Y | -5.1% | +22.9% | -28.1% | -13.3% |
| All | -12.2% | -10.8% | -1.3% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling