+55.9%
EXPD vs WST
-0.1%
+56.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.1% | -2.6% |
| 7D | -7.2% | -3.1% | -4.1% | -6.7% |
| 30D | -3.3% | +9.1% | -12.4% | -4.7% |
| 3M | +3.4% | +14.7% | -11.3% | +0.9% |
| 6M | +22.7% | +28.0% | -5.3% | +17.5% |
| YTD | +24.5% | +45.6% | -21.1% | +16.3% |
| 1Y | +38.6% | +45.7% | -7.0% | +29.5% |
| 3Y | +71.5% | +21.1% | +50.4% | +56.2% |
| All | +55.9% | -0.1% | +56.1% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling