+220.4%
W vs EXPD
+337.7%
-117.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | -1.2% |
| 7D | -7.4% | -1.6% | -5.8% | -5.7% |
| 30D | +7.8% | +0.6% | +7.2% | +6.8% |
| 3M | +10.9% | +9.8% | +1.1% | -0.1% |
| 6M | +86.4% | +25.8% | +60.7% | +46.9% |
| YTD | +14.0% | +31.3% | -17.3% | -17.4% |
| 1Y | +3.5% | +40.9% | -37.4% | -30.6% |
| 3Y | +164.8% | +74.7% | +90.0% | +42.7% |
| 5Y | -53.1% | +62.9% | -116.0% | -72.3% |
| 10Y | +220.4% | +334.3% | -113.9% | -13.0% |
| All | +220.4% | +337.7% | -117.3% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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