+67.4%
EXPD vs WETO
-99.4%
+166.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.2% | +1.8% |
| 7D | +2.0% | -4.3% | +6.3% | +2.0% |
| 30D | +4.4% | -39.9% | +44.3% | +3.4% |
| 3M | +15.7% | -97.9% | +113.6% | +17.9% |
| 6M | +37.5% | -95.0% | +132.5% | +36.8% |
| YTD | +29.9% | -97.2% | +127.1% | +29.7% |
| 1Y | +57.8% | -98.9% | +156.7% | +58.1% |
| All | +67.4% | -99.4% | +166.8% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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