+59.9%
EXPD vs WST
-7.2%
+67.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.5% | -3.8% |
| 7D | -4.8% | -5.8% | +1.0% | -3.8% |
| 30D | -1.5% | +5.3% | -6.9% | -2.4% |
| 3M | +4.1% | +11.8% | -7.7% | +2.1% |
| 6M | +24.0% | +26.7% | -2.7% | +19.0% |
| YTD | +27.4% | +43.0% | -15.6% | +19.4% |
| 1Y | +38.4% | +38.9% | -0.5% | +30.2% |
| 3Y | +73.2% | +18.2% | +55.0% | +58.5% |
| 5Y | +59.9% | -1.5% | +61.4% | +53.4% |
| All | +59.9% | -7.2% | +67.1% | +53.4% |
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