+323.0%
EXPD vs WST
+446.4%
-123.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -7.4% | +1.4% | -8.8% | -7.7% |
| 30D | -2.1% | +12.7% | -14.8% | -4.6% |
| 3M | +5.7% | +17.2% | -11.5% | +2.1% |
| 6M | +21.4% | +26.7% | -5.3% | +15.1% |
| YTD | +27.6% | +50.3% | -22.7% | +16.2% |
| 1Y | +36.1% | +50.2% | -14.1% | +23.9% |
| 3Y | +69.9% | +21.7% | +48.2% | +52.1% |
| 5Y | +59.7% | +2.0% | +57.6% | +46.6% |
| 10Y | +323.0% | +451.1% | -128.1% | +138.6% |
| All | +323.0% | +446.4% | -123.3% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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