+30,859.1%
EXPD vs WST
+12,330.1%
+18,529.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -1.1% | +0.7% | -1.9% | -1.4% |
| 30D | +4.1% | -3.1% | +7.2% | +5.0% |
| 3M | +17.9% | +7.2% | +10.7% | +15.3% |
| 6M | +29.2% | +36.8% | -7.6% | +17.3% |
| YTD | +27.4% | +23.8% | +3.5% | +18.6% |
| 1Y | +56.8% | +37.8% | +19.1% | +41.1% |
| 3Y | +68.0% | -15.9% | +83.9% | +61.8% |
| 5Y | +61.9% | -25.8% | +87.7% | +57.5% |
| 10Y | +316.0% | +319.6% | -3.6% | +116.4% |
| All | +30,859.1% | +12,330.1% | +18,529.0% | +5,908.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling