The Warehouse guarantees protection of a certain amount of your resources if you are attacked and lose the battle.
The higher the level of your Warehouse, the more resources will be protected. Uncollected resources from your Farm, Lumberyard, Furnace and Gas Tanks are not protected by your Warehouse so it’s a good idea to collect them whenever you can.
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Game Guide for State of Survival: Survive the Zombie Apocalypse