+4,727.5%
EXPD vs WCN
+6,839.3%
-2,111.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | +4.1% | +0.4% | +3.6% | +3.9% |
| 3M | +17.9% | +7.3% | +10.6% | +15.3% |
| 6M | +29.2% | -2.5% | +31.7% | +29.5% |
| YTD | +27.4% | -5.4% | +32.7% | +28.8% |
| 1Y | +56.8% | -8.5% | +65.3% | +60.0% |
| 3Y | +68.0% | +20.8% | +47.2% | +57.6% |
| 5Y | +61.9% | +30.0% | +31.8% | +48.1% |
| 10Y | +316.0% | +238.4% | +77.6% | +196.8% |
| All | +4,727.5% | +6,839.3% | -2,111.8% | +2,052.0% |
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