+326.6%
EXPD vs WU
-38.9%
+365.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | +5.5% | -2.0% | +7.6% | +6.1% |
| 30D | -0.8% | +11.4% | -12.2% | -4.5% |
| 3M | +4.1% | -6.8% | +11.0% | +5.8% |
| 6M | +25.7% | -14.6% | +40.3% | +30.0% |
| YTD | +31.4% | -20.6% | +52.0% | +38.3% |
| 1Y | +42.2% | -15.4% | +57.5% | +46.3% |
| 3Y | +77.2% | -23.6% | +100.8% | +84.6% |
| 5Y | +61.0% | -43.4% | +104.4% | +82.7% |
| All | +326.6% | -38.9% | +365.6% | +353.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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