+4,620.4%
EXPD vs WCN
+7,873.9%
-3,253.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.9% |
| 7D | -7.2% | +2.9% | -10.1% | -7.9% |
| 30D | -3.3% | +22.1% | -25.4% | -8.7% |
| 3M | +3.4% | +13.2% | -9.8% | -0.4% |
| 6M | +22.7% | +23.7% | -1.0% | +15.1% |
| YTD | +24.5% | +8.7% | +15.8% | +20.9% |
| 1Y | +38.6% | +15.3% | +23.3% | +32.4% |
| 3Y | +71.5% | +46.0% | +25.5% | +52.4% |
| 5Y | +56.2% | +45.9% | +10.3% | +38.2% |
| 10Y | +310.5% | +311.1% | -0.6% | +177.4% |
| All | +4,620.4% | +7,873.9% | -3,253.5% | +1,919.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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