+71.5%
EXPD vs WU
-21.7%
+93.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.9% |
| 7D | -7.2% | +11.7% | -18.8% | -9.3% |
| 30D | -3.3% | +12.6% | -15.9% | -5.8% |
| 3M | +3.4% | -0.5% | +3.9% | +3.3% |
| 6M | +22.7% | -18.2% | +40.9% | +27.0% |
| YTD | +24.5% | -19.0% | +43.5% | +28.6% |
| 1Y | +38.6% | -16.7% | +55.3% | +41.9% |
| 3Y | +71.5% | -21.0% | +92.5% | +78.6% |
| All | +71.5% | -21.7% | +93.2% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling