+64.6%
EXPD vs WETO
-99.4%
+163.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.5% | +0.5% |
| 7D | +1.2% | -19.9% | +21.0% | +1.3% |
| 30D | +6.8% | -42.7% | +49.5% | +5.8% |
| 3M | +14.9% | -97.7% | +112.7% | +17.1% |
| 6M | +34.6% | -94.4% | +129.0% | +33.8% |
| YTD | +27.7% | -97.0% | +124.7% | +27.5% |
| 1Y | +57.7% | -98.9% | +156.5% | +57.9% |
| All | +64.6% | -99.4% | +163.9% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling