+60.3%
EXPD vs WOLF
+37.9%
+22.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | -0.4% |
| 7D | +5.5% | +4.4% | +1.1% | +5.5% |
| 30D | -0.8% | +1.0% | -1.8% | -0.8% |
| 3M | +4.1% | -21.2% | +25.3% | +4.2% |
| 6M | +25.7% | -60.3% | +86.0% | +25.2% |
| YTD | +31.4% | +42.6% | -11.2% | +29.7% |
| 1Y | +42.2% | +36.5% | +5.7% | +40.1% |
| All | +60.3% | +37.9% | +22.4% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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