+63.7%
EXPD vs WETO
-99.4%
+163.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.1% | +6.4% | +1.3% |
| 7D | +1.2% | -38.7% | +39.8% | +1.4% |
| 30D | +5.2% | -51.3% | +56.5% | +4.3% |
| 3M | +13.2% | -97.8% | +111.0% | +15.3% |
| 6M | +30.3% | -94.8% | +125.1% | +29.5% |
| YTD | +27.0% | -97.2% | +124.2% | +26.8% |
| 1Y | +57.3% | -98.9% | +156.2% | +57.6% |
| All | +63.7% | -99.4% | +163.1% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling