+69.2%
EXPD vs WST
-15.6%
+84.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -1.1% | +0.7% | -1.9% | -1.2% |
| 30D | +4.1% | -3.1% | +7.2% | +4.4% |
| 3M | +17.9% | +7.2% | +10.7% | +17.0% |
| 6M | +29.2% | +36.8% | -7.6% | +25.1% |
| YTD | +27.4% | +23.8% | +3.5% | +24.2% |
| 1Y | +56.8% | +37.8% | +19.1% | +51.6% |
| All | +69.2% | -15.6% | +84.8% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling