+301.7%
EXPD vs WCC
+457.1%
-155.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.4% | -2.7% |
| 7D | -7.2% | -14.7% | +7.5% | -4.1% |
| 30D | -3.3% | -20.1% | +16.8% | +1.0% |
| 3M | +3.4% | -21.2% | +24.5% | +8.0% |
| 6M | +22.7% | -19.2% | +41.9% | +26.6% |
| YTD | +24.5% | +20.2% | +4.3% | +16.8% |
| 1Y | +38.6% | +14.5% | +24.2% | +31.3% |
| 3Y | +71.5% | +115.1% | -43.6% | +34.3% |
| 5Y | +56.2% | +121.5% | -65.2% | +17.0% |
| All | +301.7% | +457.1% | -155.4% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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