+313.8%
EXPD vs WU
-40.5%
+354.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -1.1% | -0.8% | -0.3% | -0.9% |
| 30D | +4.1% | -1.1% | +5.2% | +4.3% |
| 3M | +17.9% | -3.9% | +21.8% | +18.0% |
| 6M | +29.2% | -20.7% | +49.9% | +37.3% |
| YTD | +27.4% | -18.4% | +45.7% | +33.6% |
| 1Y | +56.8% | -8.1% | +64.9% | +56.7% |
| 3Y | +68.0% | -24.2% | +92.2% | +76.0% |
| 5Y | +61.9% | -50.4% | +112.3% | +94.1% |
| All | +313.8% | -40.5% | +354.3% | +344.6% |
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